+4,003.7%
FIX vs XLRE
+115.9%
+3,887.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +0.8% | +8.6% | +8.8% |
| 30D | -27.8% | +6.9% | -34.7% | -31.9% |
| 3M | -35.6% | -0.8% | -34.7% | -35.6% |
| 6M | -45.2% | +2.1% | -47.3% | -47.2% |
| YTD | +19.5% | +12.6% | +6.9% | +6.5% |
| 1Y | +24.2% | +12.5% | +11.7% | +10.8% |
| 3Y | +494.2% | +44.2% | +450.0% | +323.8% |
| 5Y | +1,036.1% | +9.1% | +1,027.0% | +916.4% |
| 10Y | +3,599.0% | +111.8% | +3,487.2% | +1,971.6% |
| All | +4,003.7% | +115.9% | +3,887.8% | +2,199.8% |
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