+8.9%
XLRE vs FLR
+238.1%
-229.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.7% |
| 7D | -1.2% | -3.5% | +2.3% | -0.8% |
| 30D | -2.4% | +4.2% | -6.6% | -2.9% |
| 3M | -2.5% | +8.1% | -10.6% | -3.8% |
| 6M | +4.0% | +21.5% | -17.6% | +0.5% |
| YTD | +9.3% | +36.8% | -27.5% | +3.8% |
| 1Y | +5.6% | +31.2% | -25.6% | +0.4% |
| 3Y | +31.3% | +53.9% | -22.6% | +15.9% |
| All | +8.9% | +238.1% | -229.2% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling