+697.0%
XLE vs FLR
+482.5%
+214.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -1.1% |
| 7D | -12.0% | -0.8% | -11.2% | -11.8% |
| 30D | -2.7% | -9.1% | +6.4% | 0.0% |
| 3M | +6.6% | -4.7% | +11.2% | +6.6% |
| 6M | +9.5% | -14.2% | +23.8% | +11.4% |
| YTD | +40.6% | +17.3% | +23.3% | +26.9% |
| 1Y | +43.6% | +4.3% | +39.3% | +34.5% |
| 3Y | +58.1% | +30.7% | +27.3% | +26.3% |
| 5Y | +152.2% | +101.3% | +50.9% | +66.2% |
| 10Y | +172.9% | +12.4% | +160.6% | +72.3% |
| All | +697.0% | +482.5% | +214.5% | +251.5% |
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