-56.4%
FICO vs XLRE
+14.1%
-70.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -6.1% |
| 7D | +0.4% | +7.1% | -6.7% | -5.9% |
| 30D | +1.7% | +10.9% | -9.3% | -8.0% |
| 3M | -33.0% | +0.7% | -33.8% | -33.3% |
| 6M | -33.9% | +4.1% | -38.0% | -35.5% |
| YTD | -58.5% | +14.5% | -73.0% | -63.8% |
| 1Y | -56.4% | +14.1% | -70.5% | -61.5% |
| All | -56.4% | +14.1% | -70.5% | -61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling