+1,115.5%
FLEX vs XLRE
+89.0%
+1,026.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +6.5% |
| 7D | +5.7% | -1.2% | +6.9% | +6.8% |
| 30D | -7.0% | -2.4% | -4.6% | -5.3% |
| 3M | -23.8% | -2.5% | -21.3% | -23.1% |
| 6M | +82.6% | +4.0% | +78.7% | +75.4% |
| YTD | +91.6% | +9.3% | +82.3% | +76.2% |
| 1Y | +100.6% | +5.6% | +95.0% | +89.3% |
| 3Y | +479.8% | +31.3% | +448.5% | +349.3% |
| 5Y | +746.5% | +9.5% | +737.0% | +659.1% |
| All | +1,115.5% | +89.0% | +1,026.5% | +659.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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