-25.6%
FIS vs XLRE
+30.1%
-55.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.7% |
| 7D | -8.9% | -2.7% | -6.2% | -7.1% |
| 30D | -9.9% | -2.3% | -7.6% | -8.4% |
| 3M | 0.0% | -3.5% | +3.4% | +2.6% |
| 6M | -22.9% | +1.9% | -24.8% | -23.9% |
| YTD | -40.9% | +8.3% | -49.2% | -44.2% |
| 1Y | -40.4% | +6.4% | -46.8% | -43.1% |
| All | -25.6% | +30.1% | -55.7% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling