-80.9%
FIG vs XLRE
+7.3%
-88.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.1% | -3.1% |
| 7D | -14.5% | -0.7% | -13.7% | -14.4% |
| 30D | -13.3% | -2.2% | -11.1% | -13.1% |
| 3M | +7.4% | -2.6% | +10.0% | +7.7% |
| 6M | -27.8% | +2.6% | -30.4% | -28.6% |
| YTD | -41.1% | +9.3% | -50.4% | -41.7% |
| 1Y | -58.7% | +7.2% | -65.9% | -59.5% |
| All | -80.9% | +7.3% | -88.2% | -80.0% |
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