+164.3%
FSLY vs XLRE
+14.1%
+150.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | +0.7% |
| 7D | -22.2% | +7.1% | -29.3% | -20.8% |
| 30D | -19.1% | +10.9% | -30.1% | -17.6% |
| 3M | -15.7% | +0.7% | -16.4% | -15.5% |
| 6M | -23.5% | +4.1% | -27.6% | -22.6% |
| YTD | +106.6% | +14.5% | +92.1% | +102.1% |
| 1Y | +164.3% | +14.1% | +150.2% | +158.6% |
| All | +164.3% | +14.1% | +150.1% | +158.6% |
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