+41.6%
XLE vs FLR
+7.1%
+34.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -6.7% | +5.1% | -11.8% | -6.7% |
| 30D | -4.4% | -0.5% | -3.9% | -4.5% |
| 3M | +4.0% | -3.5% | +7.5% | +3.9% |
| 6M | +13.2% | +16.5% | -3.3% | +12.9% |
| YTD | +41.9% | +27.3% | +14.6% | +38.5% |
| 1Y | +41.6% | +10.6% | +31.0% | +39.3% |
| All | +41.6% | +7.1% | +34.5% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling