+30.5%
XEL vs FLR
+230.6%
-200.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.9% |
| 7D | -1.2% | -6.9% | +5.7% | -1.0% |
| 30D | -2.9% | +1.1% | -4.0% | -3.0% |
| 3M | -2.7% | +14.3% | -17.0% | -3.3% |
| 6M | -6.5% | +19.1% | -25.6% | -7.3% |
| YTD | +3.6% | +35.1% | -31.5% | +2.1% |
| 1Y | +7.5% | +29.5% | -22.0% | +6.0% |
| 3Y | +46.3% | +53.0% | -6.7% | +39.4% |
| 5Y | +30.5% | +238.9% | -208.4% | +17.4% |
| All | +30.5% | +230.6% | -200.0% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling