-1.3%
FSLY vs XLRE
+31.2%
-32.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.3% |
| 7D | +12.5% | -1.2% | +13.6% | +13.5% |
| 30D | -18.8% | -2.4% | -16.4% | -17.3% |
| 3M | +22.7% | -2.5% | +25.2% | +24.3% |
| 6M | -3.7% | +4.0% | -7.7% | -9.0% |
| YTD | +127.5% | +9.3% | +118.2% | +104.1% |
| 1Y | +193.5% | +5.6% | +187.9% | +172.7% |
| 3Y | -1.3% | +31.3% | -32.6% | -34.9% |
| All | -1.3% | +31.2% | -32.5% | -34.9% |
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