-40.6%
FIS vs XLRE
+89.0%
-129.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.5% |
| 7D | -7.9% | -1.2% | -6.7% | -7.1% |
| 30D | -8.0% | -2.4% | -5.6% | -6.3% |
| 3M | +0.6% | -2.5% | +3.1% | +2.6% |
| 6M | -22.2% | +4.0% | -26.2% | -24.6% |
| YTD | -40.8% | +9.3% | -50.1% | -44.8% |
| 1Y | -41.5% | +5.6% | -47.1% | -44.0% |
| 3Y | -25.5% | +31.3% | -56.8% | -40.1% |
| 5Y | -64.8% | +9.5% | -74.3% | -67.8% |
| All | -40.6% | +89.0% | -129.6% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling