+723.6%
XLE vs FLR
+603.8%
+119.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.1% |
| 7D | +2.2% | +5.4% | -3.2% | +0.4% |
| 30D | +11.8% | +11.4% | +0.4% | +6.7% |
| 3M | +9.8% | +11.4% | -1.6% | +3.9% |
| 6M | +15.6% | +16.6% | -1.1% | +5.9% |
| YTD | +45.3% | +41.7% | +3.5% | +23.9% |
| 1Y | +48.3% | +35.4% | +12.9% | +27.0% |
| 3Y | +55.4% | +57.3% | -1.9% | +16.9% |
| 5Y | +216.1% | +241.0% | -24.9% | +73.2% |
| 10Y | +178.4% | +16.6% | +161.7% | +76.0% |
| All | +723.6% | +603.8% | +119.8% | +243.2% |
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