+790.7%
FIX vs XLRE
+31.7%
+759.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +6.1% | -0.3% | +6.4% | +6.2% |
| 30D | -2.7% | -2.4% | -0.3% | -1.5% |
| 3M | -10.9% | +0.6% | -11.5% | -12.3% |
| 6M | +29.0% | +3.9% | +25.1% | +24.3% |
| YTD | +76.9% | +10.5% | +66.4% | +64.1% |
| 1Y | +130.7% | +8.4% | +122.4% | +116.4% |
| 3Y | +790.7% | +32.8% | +757.9% | +643.8% |
| All | +790.7% | +31.7% | +759.0% | +643.8% |
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