+952.9%
FICO vs XLRE
+112.0%
+840.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.0% |
| 7D | -19.2% | -1.2% | -17.9% | -18.2% |
| 30D | -14.6% | -2.8% | -11.8% | -12.2% |
| 3M | -20.1% | -0.2% | -19.9% | -19.6% |
| 6M | -36.3% | +1.9% | -38.3% | -37.2% |
| YTD | -44.9% | +10.6% | -55.4% | -49.5% |
| 1Y | -38.6% | +8.8% | -47.4% | -42.9% |
| 3Y | +4.0% | +31.5% | -27.5% | -19.2% |
| 5Y | +99.5% | +6.6% | +93.0% | +85.4% |
| 10Y | +604.7% | +84.0% | +520.6% | +319.4% |
| All | +952.9% | +112.0% | +840.9% | +497.6% |
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