+3,976.0%
FIX vs XLRE
+116.9%
+3,859.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -13.9% | +2.1% | -16.0% | -15.6% |
| 30D | -35.5% | +7.1% | -42.7% | -39.3% |
| 3M | -33.9% | +1.3% | -35.2% | -35.1% |
| 6M | -43.3% | +2.1% | -45.4% | -45.3% |
| YTD | +18.7% | +13.1% | +5.5% | +5.4% |
| 1Y | +13.8% | +11.9% | +1.8% | +1.9% |
| 3Y | +495.0% | +43.7% | +451.3% | +325.8% |
| 5Y | +1,049.0% | +9.7% | +1,039.3% | +923.4% |
| 10Y | +3,644.4% | +113.0% | +3,531.4% | +1,988.2% |
| All | +3,976.0% | +116.9% | +3,859.1% | +2,175.8% |
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 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