+31.3%
XLRE vs FND
-50.3%
+81.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -1.2% | -5.8% | +4.6% | -0.1% |
| 30D | -2.4% | -20.2% | +17.8% | +1.5% |
| 3M | -2.5% | -12.0% | +9.5% | -0.9% |
| 6M | +4.0% | -18.5% | +22.5% | +6.7% |
| YTD | +9.3% | -22.3% | +31.5% | +12.6% |
| 1Y | +5.6% | -47.6% | +53.2% | +17.7% |
| 3Y | +31.3% | -49.8% | +81.0% | +41.5% |
| All | +31.3% | -50.3% | +81.6% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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