+1,522.7%
FN vs XLRE
+114.1%
+1,408.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.3% | +12.1% |
| 7D | 0.0% | +1.9% | -2.0% | -1.3% |
| 30D | -34.3% | +8.5% | -42.8% | -37.7% |
| 3M | -39.9% | -1.0% | -38.9% | -39.7% |
| 6M | -51.8% | 0.0% | -51.9% | -52.5% |
| YTD | -28.1% | +11.7% | -39.8% | -33.7% |
| 1Y | -29.1% | +11.8% | -40.9% | -34.7% |
| 3Y | +102.4% | +40.8% | +61.6% | +58.8% |
| 5Y | +171.7% | +8.2% | +163.5% | +150.0% |
| 10Y | +773.5% | +107.4% | +666.1% | +437.3% |
| All | +1,522.7% | +114.1% | +1,408.6% | +892.9% |
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