+8.0%
XEL vs FLR
+31.2%
-23.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.8% |
| 7D | -1.0% | +5.4% | -6.4% | -1.1% |
| 30D | -1.9% | +11.4% | -13.3% | -2.2% |
| 3M | -1.9% | +11.4% | -13.3% | -2.1% |
| 6M | -7.4% | +16.6% | -24.1% | -7.6% |
| YTD | +4.1% | +41.7% | -37.7% | +3.6% |
| 1Y | +8.0% | +35.4% | -27.4% | +9.2% |
| All | +8.0% | +31.2% | -23.2% | +9.2% |
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