+228.3%
FFIV vs XLRE
+112.0%
+116.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -1.0% | -1.2% | +0.3% | -0.3% |
| 30D | -5.1% | -2.8% | -2.3% | -3.7% |
| 3M | -4.5% | -0.2% | -4.3% | -4.8% |
| 6M | +36.5% | +1.9% | +34.5% | +34.1% |
| YTD | +53.0% | +10.6% | +42.4% | +43.4% |
| 1Y | +24.2% | +8.8% | +15.4% | +17.5% |
| 3Y | +137.2% | +31.5% | +105.7% | +99.1% |
| 5Y | +91.8% | +6.6% | +85.2% | +80.5% |
| 10Y | +215.2% | +84.0% | +131.1% | +130.7% |
| All | +228.3% | +112.0% | +116.3% | +118.3% |
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