-68.4%
FLNC vs XLRE
+14.1%
-82.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +3.3% | +6.9% | +10.7% |
| 7D | -2.1% | +7.1% | -9.2% | -0.5% |
| 30D | -20.8% | +10.9% | -31.7% | -18.9% |
| 3M | -61.3% | +0.7% | -62.1% | -61.7% |
| 6M | -50.9% | +4.1% | -55.0% | -51.4% |
| YTD | -69.4% | +14.5% | -83.9% | -74.7% |
| 1Y | -68.4% | +14.1% | -82.5% | -73.4% |
| All | -68.4% | +14.1% | -82.5% | -73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling