+47.6%
FE vs XLRE
+6.4%
+41.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -0.2% | -0.7% | +0.6% | +0.2% |
| 30D | -1.2% | -2.2% | +1.1% | 0.0% |
| 3M | +1.7% | -2.6% | +4.3% | +3.1% |
| 6M | -7.5% | +2.6% | -10.0% | -8.9% |
| YTD | +6.3% | +9.3% | -2.9% | +1.1% |
| 1Y | +10.9% | +7.2% | +3.6% | +6.4% |
| 3Y | +46.9% | +31.3% | +15.6% | +24.3% |
| 5Y | +47.6% | +8.1% | +39.5% | +35.8% |
| All | +47.6% | +6.4% | +41.2% | +35.8% |
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 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