-71.6%
FLNC vs XLRE
+7.0%
-78.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.3% |
| 7D | -4.1% | -1.2% | -2.9% | -2.4% |
| 30D | -24.8% | -2.4% | -22.4% | -22.2% |
| 3M | -59.1% | -2.5% | -56.6% | -58.5% |
| 6M | -42.0% | +4.0% | -45.9% | -47.6% |
| YTD | -49.8% | +9.3% | -59.1% | -58.0% |
| 1Y | +43.1% | +5.6% | +37.5% | +26.4% |
| 3Y | -61.0% | +31.3% | -92.2% | -75.6% |
| All | -71.6% | +7.0% | -78.6% | -72.8% |
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