+18.2%
FLUT vs XLRE
+111.8%
-93.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | +6.3% | -2.4% | +8.7% | +7.0% |
| 3M | -4.0% | +0.6% | -4.6% | -4.1% |
| 6M | -10.3% | +3.9% | -14.2% | -11.2% |
| YTD | -53.2% | +10.5% | -63.7% | -54.4% |
| 1Y | -65.0% | +8.4% | -73.4% | -65.8% |
| 3Y | -43.9% | +32.8% | -76.7% | -47.4% |
| 5Y | -49.2% | +7.0% | -56.3% | -51.7% |
| 10Y | -9.2% | +83.8% | -93.0% | -13.3% |
| All | +18.2% | +111.8% | -93.6% | +20.1% |
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