+80.4%
XLI vs FLR
+230.6%
-150.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -2.3% | -6.9% | +4.6% | -0.9% |
| 30D | -8.2% | +1.1% | -9.3% | -8.5% |
| 3M | +0.8% | +14.3% | -13.6% | -2.6% |
| 6M | +0.8% | +19.1% | -18.3% | -4.0% |
| YTD | +10.5% | +35.1% | -24.6% | +2.4% |
| 1Y | +14.1% | +29.5% | -15.3% | +6.1% |
| 3Y | +68.6% | +53.0% | +15.6% | +44.0% |
| 5Y | +80.4% | +238.9% | -158.5% | +29.6% |
| All | +80.4% | +230.6% | -150.2% | +29.6% |
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