+811.2%
FLEX vs XLRE
+115.9%
+695.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +7.5% | +0.8% | +6.6% | +6.9% |
| 30D | -25.3% | +6.9% | -32.2% | -29.4% |
| 3M | -39.7% | -0.8% | -38.8% | -39.5% |
| 6M | -47.9% | +2.1% | -50.0% | -49.5% |
| YTD | +24.1% | +12.6% | +11.5% | +11.4% |
| 1Y | +26.0% | +12.5% | +13.4% | +13.2% |
| 3Y | +282.7% | +44.2% | +238.5% | +176.6% |
| 5Y | +424.2% | +9.1% | +415.1% | +373.3% |
| 10Y | +613.8% | +111.8% | +502.0% | +320.3% |
| All | +811.2% | +115.9% | +695.2% | +444.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling