+136.3%
FE vs XLRE
+112.0%
+24.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +1.9% | -1.2% | +3.2% | +2.8% |
| 30D | -1.2% | -2.8% | +1.6% | +0.7% |
| 3M | +3.5% | -0.2% | +3.7% | +3.6% |
| 6M | -6.1% | +1.9% | -8.0% | -7.5% |
| YTD | +7.6% | +10.6% | -3.0% | +0.2% |
| 1Y | +11.9% | +8.8% | +3.1% | +5.2% |
| 3Y | +48.4% | +31.5% | +16.9% | +20.1% |
| 5Y | +44.8% | +6.6% | +38.2% | +34.2% |
| 10Y | +115.9% | +84.0% | +31.9% | +32.6% |
| All | +136.3% | +112.0% | +24.3% | +38.7% |
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