-5.3%
FSLY vs XLRE
+51.6%
-56.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.7% |
| 7D | +11.2% | -0.7% | +11.9% | +11.8% |
| 30D | -18.2% | -2.2% | -15.9% | -16.6% |
| 3M | +21.9% | -2.6% | +24.5% | +23.9% |
| 6M | +4.0% | +2.6% | +1.5% | +0.1% |
| YTD | +123.1% | +9.3% | +113.8% | +102.3% |
| 1Y | +196.9% | +7.2% | +189.6% | +174.1% |
| 3Y | -1.3% | +31.3% | -32.6% | -24.8% |
| 5Y | -50.2% | +8.1% | -58.4% | -54.3% |
| All | -5.3% | +51.6% | -56.9% | -14.4% |
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