+147.8%
XEL vs FLR
+19.7%
+128.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -0.3% | -3.5% | +3.2% | -0.2% |
| 30D | -3.9% | +4.2% | -8.1% | -4.0% |
| 3M | -2.8% | +8.1% | -10.9% | -3.0% |
| 6M | -5.4% | +21.5% | -26.9% | -5.9% |
| YTD | +3.8% | +36.8% | -33.0% | +2.9% |
| 1Y | +6.8% | +31.2% | -24.4% | +6.0% |
| 3Y | +45.6% | +53.9% | -8.3% | +43.2% |
| 5Y | +30.7% | +243.0% | -212.3% | +26.5% |
| All | +147.8% | +19.7% | +128.1% | +144.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling