+8.0%
XLRE vs FGI
-69.1%
+77.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.1% |
| 7D | -0.7% | +14.7% | -15.4% | -0.8% |
| 30D | -2.2% | +67.0% | -69.2% | -3.1% |
| 3M | -2.6% | +31.0% | -33.6% | -3.4% |
| 6M | +2.6% | +126.8% | -124.2% | +1.0% |
| YTD | +9.3% | +35.6% | -26.4% | +8.0% |
| 1Y | +7.2% | +108.9% | -101.7% | +5.0% |
| 3Y | +31.3% | -0.3% | +31.6% | +29.4% |
| All | +8.0% | -69.1% | +77.0% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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