+47.1%
FE vs XLRE
+31.2%
+15.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -0.2% | -0.7% | +0.6% | +0.2% |
| 30D | -1.2% | -2.2% | +1.1% | -0.1% |
| 3M | +1.7% | -2.6% | +4.3% | +3.0% |
| 6M | -7.5% | +2.6% | -10.0% | -8.7% |
| YTD | +6.3% | +9.3% | -2.9% | +1.6% |
| 1Y | +10.9% | +7.2% | +3.6% | +6.9% |
| All | +47.1% | +31.2% | +15.9% | +25.2% |
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