+59.4%
FDX vs XLRE
+31.2%
+28.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.8% |
| 7D | -2.3% | -0.7% | -1.6% | -1.8% |
| 30D | -4.9% | -2.2% | -2.7% | -3.4% |
| 3M | -6.5% | -2.6% | -3.8% | -4.9% |
| 6M | +6.7% | +2.6% | +4.1% | +4.7% |
| YTD | +33.9% | +9.3% | +24.6% | +25.9% |
| 1Y | +72.2% | +7.2% | +64.9% | +63.8% |
| All | +59.4% | +31.2% | +28.2% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling