+142.5%
XLC vs FLR
+20.0%
+122.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | -0.8% | +5.4% | -6.3% | -1.5% |
| 30D | +1.0% | +11.4% | -10.3% | -0.5% |
| 3M | -0.7% | +11.4% | -12.1% | -2.5% |
| 6M | -5.1% | +16.6% | -21.8% | -7.8% |
| YTD | -4.3% | +41.7% | -46.0% | -9.3% |
| 1Y | -0.6% | +35.4% | -36.0% | -5.5% |
| 3Y | +72.7% | +57.3% | +15.4% | +57.7% |
| 5Y | +38.0% | +241.0% | -203.0% | +14.3% |
| All | +142.5% | +20.0% | +122.5% | +118.6% |
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