+310.3%
FITB vs XLRE
+109.5%
+200.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.4% |
| 7D | -0.4% | -0.7% | +0.3% | +0.3% |
| 30D | -5.1% | -2.2% | -2.9% | -3.3% |
| 3M | +3.5% | -2.6% | +6.2% | +5.8% |
| 6M | +17.2% | +2.6% | +14.6% | +14.4% |
| YTD | +17.6% | +9.3% | +8.4% | +8.4% |
| 1Y | +23.4% | +7.2% | +16.1% | +15.4% |
| 3Y | +129.7% | +31.3% | +98.4% | +78.4% |
| 5Y | +68.4% | +8.1% | +60.3% | +53.3% |
| 10Y | +285.6% | +88.9% | +196.7% | +143.0% |
| All | +310.3% | +109.5% | +200.8% | +142.7% |
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