+110.5%
FE vs XLRE
+87.4%
+23.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.7% |
| 7D | -1.7% | -2.7% | +1.0% | +0.2% |
| 30D | -1.3% | -2.3% | +1.1% | +0.3% |
| 3M | +0.6% | -3.5% | +4.1% | +3.0% |
| 6M | -6.8% | +1.9% | -8.7% | -8.3% |
| YTD | +6.4% | +8.3% | -1.9% | +0.3% |
| 1Y | +11.3% | +6.4% | +4.9% | +6.1% |
| 3Y | +47.1% | +30.2% | +16.8% | +19.2% |
| 5Y | +50.4% | +8.6% | +41.8% | +36.8% |
| All | +110.5% | +87.4% | +23.1% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling