-65.6%
XE vs FLR
-0.6%
-65.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.8% | -7.7% | -7.9% |
| 7D | -12.9% | +1.4% | -14.3% | -13.6% |
| 30D | -30.3% | -5.9% | -24.3% | -26.6% |
| 3M | -45.9% | -7.6% | -38.3% | -42.0% |
| 6M | -66.2% | -9.3% | -56.9% | -64.4% |
| All | -65.6% | -0.6% | -65.0% | -65.2% |
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 · 6 months rolling