+74.2%
XLF vs FLR
+54.2%
+20.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -1.5% | -3.5% | +2.0% | -1.0% |
| 30D | -1.2% | +4.2% | -5.3% | -1.8% |
| 3M | +9.2% | +8.1% | +1.1% | +7.3% |
| 6M | +16.3% | +21.5% | -5.2% | +11.3% |
| YTD | +5.4% | +36.8% | -31.3% | -1.3% |
| 1Y | +7.6% | +31.2% | -23.6% | +1.1% |
| 3Y | +74.2% | +53.9% | +20.3% | +47.4% |
| All | +74.2% | +54.2% | +20.0% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling