+222.3%
FTI vs XLRE
+109.5%
+112.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | +8.2% | -2.5% | +10.7% | +9.7% |
| 6M | +18.8% | +4.0% | +14.9% | +14.3% |
| YTD | +71.7% | +9.3% | +62.4% | +58.9% |
| 1Y | +90.0% | +5.6% | +84.5% | +80.3% |
| 3Y | +270.5% | +31.3% | +239.2% | +192.1% |
| 5Y | +1,084.5% | +9.5% | +1,075.0% | +965.7% |
| 10Y | +302.9% | +89.0% | +213.9% | +162.5% |
| All | +222.3% | +109.5% | +112.7% | +100.0% |
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