-84.3%
FRMI vs XLRE
+7.1%
-91.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.1% | +5.5% |
| 7D | +2.4% | -1.2% | +3.6% | +2.7% |
| 30D | -17.3% | -2.8% | -14.5% | -16.6% |
| 3M | -17.2% | -0.2% | -17.0% | -17.8% |
| 6M | -43.4% | +1.9% | -45.3% | -45.1% |
| YTD | -36.0% | +10.6% | -46.6% | -37.1% |
| All | -84.3% | +7.1% | -91.4% | -85.4% |
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