-44.6%
FLUT vs XLRE
+30.1%
-74.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.2% |
| 7D | -3.6% | -2.7% | -0.9% | -2.0% |
| 30D | -0.3% | -2.3% | +2.0% | +1.2% |
| 3M | -12.6% | -3.5% | -9.2% | -10.7% |
| 6M | -8.0% | +1.9% | -9.9% | -9.2% |
| YTD | -54.1% | +8.3% | -62.5% | -56.7% |
| 1Y | -66.1% | +6.4% | -72.5% | -67.6% |
| All | -44.6% | +30.1% | -74.7% | -55.0% |
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