+8.9%
XLRE vs FND
-63.3%
+72.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -1.2% | -5.8% | +4.6% | +0.1% |
| 30D | -2.4% | -20.2% | +17.8% | +2.3% |
| 3M | -2.5% | -12.0% | +9.5% | -0.5% |
| 6M | +4.0% | -18.5% | +22.5% | +7.1% |
| YTD | +9.3% | -22.3% | +31.5% | +13.2% |
| 1Y | +5.6% | -47.6% | +53.2% | +19.5% |
| 3Y | +31.3% | -49.8% | +81.0% | +44.4% |
| All | +8.9% | -63.3% | +72.2% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling