-83.4%
FRMI vs XLRE
+5.0%
-88.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | +10.9% | -2.7% | +13.6% | +11.6% |
| 30D | -24.3% | -2.3% | -22.0% | -23.8% |
| 3M | -21.8% | -3.5% | -18.3% | -21.2% |
| 6M | -33.0% | +1.9% | -34.9% | -35.3% |
| YTD | -32.6% | +8.3% | -41.0% | -33.4% |
| All | -83.4% | +5.0% | -88.4% | -84.6% |
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