-48.9%
XE vs FLR
+13.2%
-62.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.2% | -7.0% | -6.6% |
| 7D | -15.7% | -3.5% | -12.2% | -13.2% |
| 30D | -26.6% | +4.2% | -30.8% | -28.3% |
| 3M | -20.3% | +8.1% | -28.4% | -25.1% |
| All | -48.9% | +13.2% | -62.1% | -53.4% |
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 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