+2,166.4%
FIX vs XLRE
+6.4%
+2,160.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.3% |
| 7D | +3.5% | -0.7% | +4.3% | +4.0% |
| 30D | -3.5% | -2.2% | -1.3% | -2.1% |
| 3M | -11.8% | -2.6% | -9.1% | -11.1% |
| 6M | +17.8% | +2.6% | +15.2% | +14.2% |
| YTD | +73.3% | +9.3% | +64.1% | +60.5% |
| 1Y | +128.1% | +7.2% | +120.9% | +113.8% |
| 3Y | +772.7% | +31.3% | +741.3% | +592.8% |
| 5Y | +2,166.4% | +8.1% | +2,158.3% | +2,040.1% |
| All | +2,166.4% | +6.4% | +2,160.0% | +2,040.1% |
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