+5,835.0%
FIX vs XLRE
+112.0%
+5,723.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.5% |
| 7D | +6.0% | -1.2% | +7.3% | +7.0% |
| 30D | -7.2% | -2.8% | -4.4% | -5.2% |
| 3M | -15.9% | -0.2% | -15.7% | -16.8% |
| 6M | +12.7% | +1.9% | +10.8% | +9.7% |
| YTD | +72.8% | +10.6% | +62.2% | +57.2% |
| 1Y | +122.9% | +8.8% | +114.1% | +104.9% |
| 3Y | +774.3% | +31.5% | +742.8% | +575.8% |
| 5Y | +2,049.5% | +6.6% | +2,042.9% | +1,873.3% |
| 10Y | +5,821.5% | +84.0% | +5,737.4% | +3,510.5% |
| All | +5,835.0% | +112.0% | +5,723.1% | +3,295.7% |
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