+837.8%
XLB vs FLR
+603.8%
+234.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.3% |
| 7D | -1.4% | +5.4% | -6.8% | -2.8% |
| 30D | -0.4% | +11.4% | -11.8% | -3.9% |
| 3M | +2.0% | +11.4% | -9.4% | -2.2% |
| 6M | +1.8% | +16.6% | -14.8% | -4.5% |
| YTD | +16.6% | +41.7% | -25.1% | +3.3% |
| 1Y | +16.9% | +35.4% | -18.5% | +4.1% |
| 3Y | +32.6% | +57.3% | -24.8% | +6.8% |
| 5Y | +35.6% | +241.0% | -205.3% | -16.2% |
| 10Y | +160.0% | +16.6% | +143.4% | +78.1% |
| All | +837.8% | +603.8% | +234.0% | +217.3% |
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 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