+164.7%
XLB vs FLR
+8.6%
+156.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.9% |
| 7D | 0.0% | +10.1% | -10.1% | -1.6% |
| 30D | +5.3% | -0.5% | +5.7% | +5.2% |
| 3M | 0.0% | -4.8% | +4.8% | +0.5% |
| 6M | +1.2% | +10.7% | -9.5% | -1.5% |
| YTD | +16.9% | +25.0% | -8.1% | +10.7% |
| 1Y | +20.9% | +8.3% | +12.6% | +17.1% |
| 3Y | +43.3% | +36.8% | +6.5% | +28.9% |
| 5Y | +28.3% | +121.8% | -93.5% | +4.8% |
| All | +164.7% | +8.6% | +156.1% | +128.1% |
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