+103.6%
FFIV vs XLRE
+8.4%
+95.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.5% | +2.8% |
| 7D | +5.4% | -1.2% | +6.6% | +6.2% |
| 30D | -2.7% | -2.4% | -0.3% | -1.3% |
| 3M | +4.5% | -2.5% | +7.0% | +5.6% |
| 6M | +42.2% | +4.0% | +38.2% | +37.5% |
| YTD | +61.3% | +9.3% | +52.0% | +50.5% |
| 1Y | +23.0% | +5.6% | +17.5% | +17.5% |
| 3Y | +156.3% | +31.3% | +125.0% | +106.3% |
| All | +103.6% | +8.4% | +95.2% | +96.4% |
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