+723.1%
FICO vs XLRE
+117.0%
+606.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +4.0% | -1.2% | +5.1% | +5.0% |
| 30D | -1.5% | +6.4% | -7.9% | -6.9% |
| 3M | -29.8% | +2.0% | -31.8% | -31.1% |
| 6M | -33.3% | +1.8% | -35.0% | -34.3% |
| YTD | -56.9% | +13.2% | -70.1% | -61.4% |
| 1Y | -59.5% | +10.7% | -70.2% | -63.0% |
| 3Y | -26.9% | +43.7% | -70.6% | -47.5% |
| 5Y | +92.9% | +9.7% | +83.2% | +74.3% |
| 10Y | +539.5% | +112.8% | +426.6% | +243.6% |
| All | +723.1% | +117.0% | +606.2% | +356.2% |
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