+149.7%
XBI vs FLR
+19.7%
+130.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -4.6% | -3.5% | -1.2% | -4.1% |
| 30D | -2.0% | +4.2% | -6.2% | -2.7% |
| 3M | +17.8% | +8.1% | +9.7% | +15.6% |
| 6M | +23.7% | +21.5% | +2.2% | +18.3% |
| YTD | +28.2% | +36.8% | -8.5% | +20.0% |
| 1Y | +64.0% | +31.2% | +32.8% | +54.0% |
| 3Y | +99.4% | +53.9% | +45.5% | +76.5% |
| 5Y | +19.3% | +243.0% | -223.7% | -9.0% |
| All | +149.7% | +19.7% | +130.0% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling