+11.8%
XLRE vs FGI
-68.3%
+80.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | 0.0% |
| 7D | -1.2% | +6.9% | -8.0% | -1.2% |
| 30D | +6.4% | +3.9% | +2.4% | +6.3% |
| 3M | +2.0% | +74.3% | -72.3% | +1.0% |
| 6M | +1.8% | +28.9% | -27.2% | +0.9% |
| YTD | +13.2% | +39.1% | -26.0% | +11.8% |
| 1Y | +10.7% | +49.3% | -38.6% | +9.1% |
| 3Y | +43.7% | +5.7% | +38.0% | +41.4% |
| All | +11.8% | -68.3% | +80.1% | +11.1% |
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