+1,230.8%
FLEX vs XLRE
+112.0%
+1,118.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.1% |
| 7D | -0.9% | -1.2% | +0.3% | +0.1% |
| 30D | -10.1% | -2.8% | -7.3% | -8.3% |
| 3M | -31.3% | -0.2% | -31.2% | -32.1% |
| 6M | +71.3% | +1.9% | +69.3% | +67.1% |
| YTD | +81.2% | +10.6% | +70.7% | +65.5% |
| 1Y | +98.5% | +8.8% | +89.7% | +83.2% |
| 3Y | +428.2% | +31.5% | +396.7% | +312.0% |
| 5Y | +657.3% | +6.6% | +650.7% | +597.0% |
| 10Y | +995.9% | +84.0% | +911.9% | +593.4% |
| All | +1,230.8% | +112.0% | +1,118.8% | +708.2% |
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