+6,577.3%
FIX vs XLRE
+89.0%
+6,488.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +5.6% |
| 7D | +5.0% | -1.2% | +6.2% | +6.0% |
| 30D | -2.7% | -2.4% | -0.3% | -0.9% |
| 3M | -8.2% | -2.5% | -5.7% | -7.4% |
| 6M | +20.3% | +4.0% | +16.3% | +15.0% |
| YTD | +81.4% | +9.3% | +72.1% | +66.4% |
| 1Y | +121.5% | +5.6% | +115.9% | +108.6% |
| 3Y | +807.4% | +31.3% | +776.1% | +598.1% |
| 5Y | +2,306.7% | +9.5% | +2,297.2% | +2,050.1% |
| All | +6,577.3% | +89.0% | +6,488.3% | +3,948.4% |
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