+295.8%
FTI vs XLRE
+89.0%
+206.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -4.4% | -1.2% | -3.2% | -3.5% |
| 30D | +1.5% | -2.4% | +3.9% | +3.3% |
| 3M | +8.2% | -2.5% | +10.7% | +9.8% |
| 6M | +18.8% | +4.0% | +14.9% | +14.2% |
| YTD | +71.7% | +9.3% | +62.4% | +58.6% |
| 1Y | +90.0% | +5.6% | +84.5% | +80.1% |
| 3Y | +270.5% | +31.3% | +239.2% | +190.2% |
| 5Y | +1,084.5% | +9.5% | +1,075.0% | +963.0% |
| All | +295.8% | +89.0% | +206.8% | +167.6% |
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 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