+717.4%
FICO vs XLRE
+117.2%
+600.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.3% | +1.4% |
| 7D | -0.1% | +2.3% | -2.4% | -2.2% |
| 30D | +8.4% | +7.3% | +1.1% | +1.7% |
| 3M | -30.5% | +0.1% | -30.6% | -30.7% |
| 6M | -35.7% | +2.3% | -38.0% | -37.0% |
| YTD | -57.2% | +13.3% | -70.5% | -61.7% |
| 1Y | -58.4% | +12.0% | -70.4% | -62.4% |
| 3Y | -24.8% | +45.5% | -70.3% | -46.6% |
| 5Y | +79.3% | +9.3% | +69.9% | +62.5% |
| 10Y | +531.6% | +110.1% | +421.5% | +242.2% |
| All | +717.4% | +117.2% | +600.2% | +352.6% |
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