+852.5%
XLB vs FLR
+534.4%
+318.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -1.6% | +6.3% | -8.0% | -3.3% |
| 30D | +7.2% | +1.8% | +5.4% | +6.4% |
| 3M | 0.0% | -4.4% | +4.4% | +0.6% |
| 6M | +2.3% | +15.9% | -13.6% | -3.5% |
| YTD | +18.4% | +27.7% | -9.3% | +7.4% |
| 1Y | +23.3% | +11.6% | +11.7% | +15.8% |
| 3Y | +45.2% | +39.9% | +5.3% | +20.5% |
| 5Y | +31.0% | +127.5% | -96.6% | -9.0% |
| 10Y | +168.8% | +11.6% | +157.2% | +85.6% |
| All | +852.5% | +534.4% | +318.1% | +229.9% |
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