+178.7%
XHB vs FLR
+55.1%
+123.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.6% |
| 7D | -1.3% | +5.4% | -6.7% | -2.9% |
| 30D | -6.9% | +11.4% | -18.3% | -10.4% |
| 3M | -1.3% | +11.4% | -12.7% | -5.4% |
| 6M | -6.8% | +16.6% | -23.4% | -12.6% |
| YTD | +0.7% | +41.7% | -41.0% | -11.2% |
| 1Y | -11.2% | +35.4% | -46.7% | -21.3% |
| 3Y | +25.3% | +57.3% | -32.0% | -0.2% |
| 5Y | +37.3% | +241.0% | -203.7% | -17.9% |
| 10Y | +211.5% | +16.6% | +194.9% | +110.9% |
| All | +178.7% | +55.1% | +123.6% | +32.6% |
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