+164.2%
XLB vs FLR
+7.4%
+156.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +0.5% | +5.4% | -4.8% | -0.4% |
| 30D | +5.2% | +2.8% | +2.3% | +4.5% |
| 3M | +0.3% | -6.4% | +6.7% | +1.1% |
| 6M | +1.2% | +8.8% | -7.6% | -1.3% |
| YTD | +16.6% | +23.6% | -6.9% | +10.6% |
| 1Y | +21.4% | +13.8% | +7.6% | +16.7% |
| 3Y | +43.2% | +36.5% | +6.7% | +28.9% |
| 5Y | +28.0% | +119.3% | -91.3% | +4.7% |
| All | +164.2% | +7.4% | +156.8% | +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