+665.4%
FICO vs XLRE
+82.9%
+582.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.5% | +6.4% |
| 7D | -10.6% | -0.7% | -9.8% | -9.9% |
| 30D | -6.3% | -2.2% | -4.1% | -4.3% |
| 3M | -19.7% | -2.6% | -17.1% | -17.4% |
| 6M | -31.8% | +2.6% | -34.4% | -33.2% |
| YTD | -41.8% | +9.3% | -51.1% | -46.3% |
| 1Y | -36.4% | +7.2% | -43.7% | -40.2% |
| 3Y | +9.3% | +31.3% | -22.0% | -15.5% |
| 5Y | +113.0% | +8.1% | +104.9% | +94.7% |
| 10Y | +665.4% | +88.9% | +576.5% | +343.5% |
| All | +665.4% | +82.9% | +582.5% | +343.5% |
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 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