+45.4%
XLB vs FLR
+40.2%
+5.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | -1.6% | +6.3% | -8.0% | -2.5% |
| 30D | +7.2% | +1.8% | +5.4% | +6.8% |
| 3M | 0.0% | -4.4% | +4.4% | +0.4% |
| 6M | +2.3% | +15.9% | -13.6% | -1.0% |
| YTD | +18.4% | +27.7% | -9.3% | +11.9% |
| 1Y | +23.3% | +11.6% | +11.7% | +19.0% |
| All | +45.4% | +40.2% | +5.2% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling