+696.7%
XEL vs FLR
+609.6%
+87.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | -1.5% | -0.7% | -0.9% | -1.5% |
| 3M | -0.2% | +14.3% | -14.5% | -1.7% |
| 6M | -5.4% | +25.6% | -31.0% | -7.9% |
| YTD | +5.6% | +42.9% | -37.2% | +1.6% |
| 1Y | +10.5% | +38.7% | -28.3% | +6.2% |
| 3Y | +49.2% | +61.8% | -12.6% | +38.3% |
| 5Y | +30.1% | +254.1% | -224.0% | +9.9% |
| 10Y | +146.7% | +20.0% | +126.6% | +118.4% |
| All | +696.7% | +609.6% | +87.1% | +404.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling