+34.6%
FROG vs XLRE
+43.4%
-8.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.2% |
| 7D | -0.5% | -1.2% | +0.7% | +0.3% |
| 30D | +1.3% | -2.4% | +3.7% | +2.9% |
| 3M | +11.1% | -2.5% | +13.6% | +12.5% |
| 6M | +108.3% | +4.0% | +104.3% | +100.2% |
| YTD | +39.6% | +9.3% | +30.3% | +28.2% |
| 1Y | +74.7% | +5.6% | +69.2% | +64.9% |
| 3Y | +224.1% | +31.3% | +192.8% | +152.7% |
| 5Y | +138.4% | +9.5% | +128.8% | +112.0% |
| All | +34.6% | +43.4% | -8.8% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling