+66.7%
FITB vs XLRE
+8.4%
+58.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.2% |
| 7D | -0.3% | -1.2% | +0.9% | +0.7% |
| 30D | -5.7% | -2.4% | -3.3% | -3.9% |
| 3M | +3.2% | -2.5% | +5.7% | +5.1% |
| 6M | +23.4% | +4.0% | +19.4% | +19.3% |
| YTD | +18.8% | +9.3% | +9.5% | +10.2% |
| 1Y | +25.0% | +5.6% | +19.4% | +19.1% |
| 3Y | +131.2% | +31.3% | +99.9% | +83.2% |
| All | +66.7% | +8.4% | +58.3% | +49.3% |
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