+158.8%
XLB vs FLR
+18.3%
+140.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | -3.5% | -6.9% | +3.3% | -2.4% |
| 30D | -4.7% | +1.1% | -5.8% | -4.9% |
| 3M | +2.7% | +14.3% | -11.6% | -0.2% |
| 6M | +2.6% | +19.1% | -16.5% | -1.6% |
| YTD | +12.8% | +35.1% | -22.3% | +5.7% |
| 1Y | +14.0% | +29.5% | -15.5% | +7.1% |
| 3Y | +31.5% | +53.0% | -21.5% | +16.3% |
| 5Y | +33.4% | +238.9% | -205.5% | +1.9% |
| All | +158.8% | +18.3% | +140.5% | +115.3% |
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