+35.2%
FROG vs XLRE
+45.1%
-9.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.8% |
| 7D | -11.3% | -1.2% | -10.0% | -10.5% |
| 30D | +3.6% | -2.8% | +6.5% | +5.7% |
| 3M | +1.7% | -0.2% | +1.9% | +1.2% |
| 6M | +123.5% | +1.9% | +121.6% | +118.0% |
| YTD | +40.2% | +10.6% | +29.7% | +27.8% |
| 1Y | +81.0% | +8.8% | +72.2% | +67.1% |
| 3Y | +194.8% | +31.5% | +163.2% | +129.8% |
| 5Y | +131.8% | +6.6% | +125.2% | +108.5% |
| All | +35.2% | +45.1% | -9.9% | +1.3% |
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 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