+68.7%
XLC vs FLR
+56.0%
+12.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | -0.2% |
| 7D | -1.4% | -3.1% | +1.7% | -1.0% |
| 30D | -0.9% | +4.9% | -5.8% | -1.5% |
| 3M | -0.3% | +10.8% | -11.1% | -2.2% |
| 6M | -5.2% | +19.7% | -24.8% | -8.6% |
| YTD | -5.3% | +38.4% | -43.7% | -11.1% |
| 1Y | -2.8% | +34.7% | -37.5% | -8.7% |
| All | +68.7% | +56.0% | +12.7% | +42.8% |
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