+32.8%
XLRE vs FGI
-6.2%
+39.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | -0.3% | +5.2% | -5.5% | -0.3% |
| 30D | -2.4% | +65.2% | -67.6% | -2.9% |
| 3M | +0.6% | +30.2% | -29.6% | +0.1% |
| 6M | +3.9% | +87.8% | -83.9% | +3.3% |
| YTD | +10.5% | +32.5% | -22.0% | +9.9% |
| 1Y | +8.4% | +93.6% | -85.2% | +7.7% |
| 3Y | +32.8% | -2.6% | +35.4% | +35.5% |
| All | +32.8% | -6.2% | +39.0% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling