+195.4%
FDX vs XLRE
+111.8%
+83.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -3.3% | -0.3% | -3.0% | -3.1% |
| 30D | -1.4% | -2.4% | +1.0% | +0.2% |
| 3M | -4.5% | +0.6% | -5.1% | -5.0% |
| 6M | +9.4% | +3.9% | +5.5% | +6.4% |
| YTD | +36.0% | +10.5% | +25.5% | +27.0% |
| 1Y | +75.5% | +8.4% | +67.1% | +65.8% |
| 3Y | +62.8% | +32.8% | +30.0% | +33.8% |
| 5Y | +64.4% | +7.0% | +57.4% | +54.5% |
| 10Y | +175.5% | +83.8% | +91.7% | +80.2% |
| All | +195.4% | +111.8% | +83.5% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling