+495.0%
FIX vs XLRE
+44.3%
+450.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -13.9% | +2.1% | -16.0% | -14.8% |
| 30D | -35.5% | +7.1% | -42.7% | -37.8% |
| 3M | -33.9% | +1.3% | -35.2% | -34.4% |
| 6M | -43.3% | +2.1% | -45.4% | -44.6% |
| YTD | +18.7% | +13.1% | +5.5% | +8.4% |
| 1Y | +13.8% | +11.9% | +1.8% | +4.7% |
| 3Y | +495.0% | +43.7% | +451.3% | +333.2% |
| All | +495.0% | +44.3% | +450.7% | +333.2% |
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 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