-49.5%
FLUT vs XLRE
+8.4%
-57.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | +0.4% | -1.2% | +1.6% | +1.1% |
| 30D | +2.5% | -2.4% | +4.9% | +4.1% |
| 3M | -9.2% | -2.5% | -6.7% | -7.8% |
| 6M | -8.2% | +4.0% | -12.2% | -10.4% |
| YTD | -53.2% | +9.3% | -62.5% | -55.9% |
| 1Y | -65.6% | +5.6% | -71.2% | -66.8% |
| 3Y | -43.6% | +31.3% | -74.9% | -52.5% |
| All | -49.5% | +8.4% | -57.9% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling