+142.4%
FROG vs XLRE
+7.1%
+135.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +2.1% |
| 7D | -2.2% | -2.7% | +0.5% | -0.3% |
| 30D | +3.0% | -2.3% | +5.3% | +4.6% |
| 3M | +10.3% | -3.5% | +13.8% | +12.6% |
| 6M | +116.7% | +1.9% | +114.8% | +110.9% |
| YTD | +41.9% | +8.3% | +33.6% | +30.5% |
| 1Y | +78.5% | +6.4% | +72.1% | +66.6% |
| 3Y | +224.1% | +30.2% | +193.9% | +148.7% |
| 5Y | +142.4% | +8.6% | +133.8% | +116.5% |
| All | +142.4% | +7.1% | +135.3% | +116.5% |
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 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