+282.7%
FLEX vs XLRE
+44.1%
+238.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +7.5% | +0.8% | +6.6% | +7.1% |
| 30D | -25.3% | +6.9% | -32.2% | -27.8% |
| 3M | -39.7% | -0.8% | -38.8% | -39.5% |
| 6M | -47.9% | +2.1% | -50.0% | -49.0% |
| YTD | +24.1% | +12.6% | +11.5% | +14.7% |
| 1Y | +26.0% | +12.5% | +13.4% | +16.5% |
| 3Y | +282.7% | +44.2% | +238.5% | +198.4% |
| All | +282.7% | +44.1% | +238.6% | +198.4% |
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