+110.4%
XLRE vs FDS
+102.2%
+8.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +1.4% |
| 7D | -0.3% | -5.4% | +5.1% | +1.5% |
| 30D | -2.4% | +1.6% | -4.0% | -3.2% |
| 3M | +0.6% | +17.7% | -17.2% | -5.8% |
| 6M | +3.9% | +29.1% | -25.1% | -7.3% |
| YTD | +10.5% | +1.0% | +9.5% | +7.4% |
| 1Y | +8.4% | -21.6% | +30.0% | +15.9% |
| 3Y | +32.8% | -30.1% | +62.9% | +46.8% |
| 5Y | +7.0% | -20.7% | +27.8% | +11.1% |
| 10Y | +83.8% | +78.3% | +5.5% | +39.6% |
| All | +110.4% | +102.2% | +8.2% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling