+16.5%
FXI vs XLRE
+109.5%
-92.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | -2.8% | -0.7% | -2.1% | -2.5% |
| 30D | -5.3% | -2.2% | -3.1% | -4.4% |
| 3M | +0.3% | -2.6% | +3.0% | +1.4% |
| 6M | -4.6% | +2.6% | -7.1% | -5.9% |
| YTD | -9.1% | +9.3% | -18.3% | -13.0% |
| 1Y | -12.0% | +7.2% | -19.2% | -15.1% |
| 3Y | +38.6% | +31.3% | +7.3% | +20.5% |
| 5Y | -6.6% | +8.1% | -14.7% | -12.4% |
| 10Y | +15.0% | +88.9% | -73.9% | -20.4% |
| All | +16.5% | +109.5% | -92.9% | -23.6% |
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 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