-39.3%
XE vs FLR
+17.3%
-56.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | +0.7% |
| 7D | +2.8% | +5.4% | -2.6% | -1.0% |
| 30D | -7.0% | +11.4% | -18.4% | -13.8% |
| 3M | -25.1% | +11.4% | -36.5% | -31.3% |
| All | -39.3% | +17.3% | -56.6% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling