+65.4%
FDX vs XLRE
+7.1%
+58.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.4% |
| 7D | -3.9% | -2.7% | -1.1% | -2.2% |
| 30D | -3.3% | -2.3% | -1.0% | -1.8% |
| 3M | -2.0% | -3.5% | +1.5% | +0.1% |
| 6M | +8.0% | +1.9% | +6.2% | +6.6% |
| YTD | +35.0% | +8.3% | +26.7% | +28.1% |
| 1Y | +73.7% | +6.4% | +67.3% | +66.5% |
| 3Y | +61.6% | +30.2% | +31.4% | +37.4% |
| 5Y | +65.4% | +8.6% | +56.8% | +55.0% |
| All | +65.4% | +7.1% | +58.2% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling