-22.6%
FPS vs XLRE
+11.8%
-34.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.3% | -20.6% | -15.7% |
| 7D | -23.3% | +7.1% | -30.4% | -21.3% |
| 30D | -42.4% | +10.9% | -53.4% | -41.2% |
| 3M | -43.0% | +0.7% | -43.8% | -41.4% |
| 6M | -44.5% | +4.1% | -48.6% | -45.1% |
| All | -22.6% | +11.8% | -34.4% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling