-11.2%
XHB vs FLR
+31.2%
-42.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | -1.3% | +5.4% | -6.7% | -2.4% |
| 30D | -6.9% | +11.4% | -18.3% | -9.1% |
| 3M | -1.3% | +11.4% | -12.7% | -4.0% |
| 6M | -6.8% | +16.6% | -23.4% | -11.0% |
| YTD | +0.7% | +41.7% | -41.0% | -7.1% |
| 1Y | -11.2% | +35.4% | -46.7% | -17.2% |
| All | -11.2% | +31.2% | -42.5% | -17.2% |
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