+182.1%
FSLY vs XLRE
+9.1%
+172.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -10.6% | -1.2% | -9.4% | -10.6% |
| 30D | -20.9% | -2.8% | -18.1% | -20.7% |
| 3M | +3.4% | -0.2% | +3.6% | +2.9% |
| 6M | +2.7% | +1.9% | +0.8% | -0.3% |
| YTD | +102.3% | +10.6% | +91.7% | +85.6% |
| 1Y | +182.1% | +8.8% | +173.2% | +162.7% |
| All | +182.1% | +9.1% | +172.9% | +162.7% |
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