+149.9%
XLE vs FLR
+93.7%
+56.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -0.7% |
| 7D | -12.0% | -0.8% | -11.2% | -11.9% |
| 30D | -2.7% | -9.1% | +6.4% | -1.1% |
| 3M | +6.6% | -4.7% | +11.2% | +6.6% |
| 6M | +9.5% | -14.2% | +23.8% | +11.0% |
| YTD | +40.6% | +17.3% | +23.3% | +31.0% |
| 1Y | +43.6% | +4.3% | +39.3% | +37.4% |
| 3Y | +58.1% | +30.7% | +27.3% | +29.1% |
| All | +149.9% | +93.7% | +56.3% | +69.7% |
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