+88.2%
XLRE vs FDS
+64.8%
+23.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -1.2% | -14.0% | +12.8% | +3.8% |
| 30D | -2.4% | -6.2% | +3.8% | -0.6% |
| 3M | -2.5% | +10.2% | -12.7% | -6.7% |
| 6M | +4.0% | +27.4% | -23.5% | -7.2% |
| YTD | +9.3% | -9.3% | +18.5% | +10.0% |
| 1Y | +5.6% | -28.6% | +34.2% | +16.5% |
| 3Y | +31.3% | -36.8% | +68.1% | +50.1% |
| 5Y | +9.5% | -28.6% | +38.2% | +17.7% |
| All | +88.2% | +64.8% | +23.4% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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