+5.6%
XLRE vs FIGR
-3.1%
+8.7%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +0.9% |
| 7D | -1.2% | -3.0% | +1.9% | -1.2% |
| 30D | -2.4% | +13.7% | -16.1% | -2.4% |
| 3M | -2.5% | +23.9% | -26.4% | -2.6% |
| 6M | +4.0% | -8.4% | +12.4% | +3.9% |
| YTD | +9.3% | -14.6% | +23.9% | +9.7% |
| 1Y | +5.6% | +12.1% | -6.5% | +7.6% |
| All | +5.6% | -3.1% | +8.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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