+351.3%
FERG vs XLRE
+89.0%
+262.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.4% |
| 7D | -2.6% | -1.2% | -1.4% | -2.2% |
| 30D | -8.9% | -2.4% | -6.5% | -8.2% |
| 3M | -2.0% | -2.5% | +0.4% | -1.3% |
| 6M | -3.2% | +4.0% | -7.2% | -4.5% |
| YTD | +1.5% | +9.3% | -7.8% | -1.4% |
| 1Y | +0.5% | +5.6% | -5.1% | -1.3% |
| 3Y | +50.4% | +31.3% | +19.1% | +39.1% |
| 5Y | +68.7% | +9.5% | +59.1% | +60.1% |
| All | +351.3% | +89.0% | +262.3% | +327.0% |
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