+81.1%
FDX vs XLRE
+9.1%
+72.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.1% |
| 7D | -2.5% | -1.2% | -1.3% | -1.8% |
| 30D | +3.8% | -2.8% | +6.6% | +5.5% |
| 3M | -1.3% | -0.2% | -1.1% | -1.3% |
| 6M | +5.0% | +1.9% | +3.1% | +3.6% |
| YTD | +39.6% | +10.6% | +29.1% | +31.9% |
| 1Y | +81.1% | +8.8% | +72.3% | +69.6% |
| All | +81.1% | +9.1% | +72.0% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling