+1,715.2%
FN vs XLRE
+117.2%
+1,598.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.4% | +11.0% |
| 7D | +16.3% | +2.3% | +14.0% | +14.8% |
| 30D | -24.7% | +7.3% | -32.0% | -28.1% |
| 3M | -34.9% | +0.1% | -35.0% | -35.1% |
| 6M | -41.1% | +2.3% | -43.4% | -42.6% |
| YTD | -19.6% | +13.3% | -32.9% | -26.5% |
| 1Y | -18.5% | +12.0% | -30.5% | -24.9% |
| 3Y | +119.1% | +45.5% | +73.7% | +68.7% |
| 5Y | +206.9% | +9.3% | +197.6% | +180.9% |
| 10Y | +826.4% | +110.1% | +716.3% | +465.7% |
| All | +1,715.2% | +117.2% | +1,598.0% | +1,002.0% |
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