+229.6%
FROG vs XLRE
+30.1%
+199.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +2.0% |
| 7D | -2.2% | -2.7% | +0.5% | -0.7% |
| 30D | +3.0% | -2.3% | +5.3% | +4.2% |
| 3M | +10.3% | -3.5% | +13.8% | +12.0% |
| 6M | +116.7% | +1.9% | +114.8% | +111.1% |
| YTD | +41.9% | +8.3% | +33.6% | +31.1% |
| 1Y | +78.5% | +6.4% | +72.1% | +67.3% |
| All | +229.6% | +30.1% | +199.5% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling