+950.9%
FN vs XLRE
+82.9%
+868.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | +5.8% | -0.7% | +6.5% | +6.2% |
| 30D | -20.6% | -2.2% | -18.4% | -19.6% |
| 3M | -28.6% | -2.6% | -26.0% | -28.0% |
| 6M | -20.7% | +2.6% | -23.3% | -22.7% |
| YTD | -8.1% | +9.3% | -17.4% | -13.8% |
| 1Y | +13.3% | +7.2% | +6.1% | +7.4% |
| 3Y | +175.7% | +31.3% | +144.4% | +126.6% |
| 5Y | +297.4% | +8.1% | +289.3% | +267.0% |
| 10Y | +950.9% | +88.9% | +862.0% | +599.1% |
| All | +950.9% | +82.9% | +868.0% | +599.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling