-64.8%
FIS vs XLRE
+7.1%
-72.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.8% |
| 7D | -8.9% | -2.7% | -6.2% | -7.0% |
| 30D | -9.9% | -2.3% | -7.6% | -8.3% |
| 3M | 0.0% | -3.5% | +3.4% | +2.7% |
| 6M | -22.9% | +1.9% | -24.8% | -24.0% |
| YTD | -40.9% | +8.3% | -49.2% | -44.4% |
| 1Y | -40.4% | +6.4% | -46.8% | -43.3% |
| 3Y | -25.4% | +30.2% | -55.6% | -39.6% |
| 5Y | -64.8% | +8.6% | -73.4% | -68.2% |
| All | -64.8% | +7.1% | -72.0% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling