+218.0%
XLE vs FLR
+242.2%
-24.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.4% |
| 7D | +2.2% | +5.4% | -3.2% | +1.1% |
| 30D | +11.8% | +11.4% | +0.4% | +8.7% |
| 3M | +9.8% | +11.4% | -1.6% | +6.3% |
| 6M | +15.6% | +16.6% | -1.1% | +9.6% |
| YTD | +45.3% | +41.7% | +3.5% | +30.8% |
| 1Y | +48.3% | +35.4% | +12.9% | +33.8% |
| 3Y | +55.4% | +57.3% | -1.9% | +22.9% |
| All | +218.0% | +242.2% | -24.2% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling