-83.1%
FRMI vs XLRE
+5.9%
-89.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.8% |
| 7D | +7.4% | -1.2% | +8.6% | +7.7% |
| 30D | -27.6% | -2.4% | -25.2% | -27.2% |
| 3M | -20.9% | -2.5% | -18.4% | -20.5% |
| 6M | -36.6% | +4.0% | -40.6% | -39.0% |
| YTD | -31.3% | +9.3% | -40.5% | -32.2% |
| All | -83.1% | +5.9% | -89.0% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling