+88.2%
XLRE vs FTV
+80.7%
+7.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | -1.2% | -4.0% | +2.8% | +0.5% |
| 30D | -2.4% | -11.0% | +8.6% | +2.4% |
| 3M | -2.5% | -8.4% | +5.9% | +0.7% |
| 6M | +4.0% | -2.6% | +6.5% | +4.3% |
| YTD | +9.3% | -0.6% | +9.9% | +7.9% |
| 1Y | +5.6% | +11.0% | -5.4% | -0.9% |
| 3Y | +31.3% | -6.3% | +37.6% | +30.3% |
| 5Y | +9.5% | -1.5% | +11.1% | +4.5% |
| All | +88.2% | +80.7% | +7.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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