+19.9%
XBI vs FLR
+238.1%
-218.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -4.6% | -3.5% | -1.2% | -3.9% |
| 30D | -2.0% | +4.2% | -6.2% | -2.9% |
| 3M | +17.8% | +8.1% | +9.7% | +15.1% |
| 6M | +23.7% | +21.5% | +2.2% | +17.1% |
| YTD | +28.2% | +36.8% | -8.5% | +18.0% |
| 1Y | +64.0% | +31.2% | +32.8% | +51.6% |
| 3Y | +99.4% | +53.9% | +45.5% | +67.3% |
| All | +19.9% | +238.1% | -218.2% | -17.1% |
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