+3.7%
FICO vs XLRE
+31.7%
-28.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -15.4% | -0.3% | -15.1% | -15.1% |
| 30D | -10.4% | -2.4% | -8.0% | -8.6% |
| 3M | -22.7% | +0.6% | -23.3% | -22.5% |
| 6M | -36.8% | +3.9% | -40.7% | -38.3% |
| YTD | -44.8% | +10.5% | -55.3% | -48.5% |
| 1Y | -39.3% | +8.4% | -47.7% | -42.6% |
| 3Y | +3.7% | +32.8% | -29.1% | -8.9% |
| All | +3.7% | +31.7% | -28.0% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling