+479.8%
FLEX vs XLRE
+31.2%
+448.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +6.7% |
| 7D | +5.7% | -1.2% | +6.9% | +6.4% |
| 30D | -7.0% | -2.4% | -4.6% | -5.9% |
| 3M | -23.8% | -2.5% | -21.3% | -23.5% |
| 6M | +82.6% | +4.0% | +78.7% | +76.3% |
| YTD | +91.6% | +9.3% | +82.3% | +79.1% |
| 1Y | +100.6% | +5.6% | +95.0% | +91.4% |
| 3Y | +479.8% | +31.3% | +448.5% | +358.5% |
| All | +479.8% | +31.2% | +448.6% | +358.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling