+69.9%
XLI vs FLR
+112.0%
-42.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +3.8% | +5.4% | -1.6% | +2.6% |
| 30D | +1.0% | +2.8% | -1.8% | +0.4% |
| 3M | -8.9% | -6.4% | -2.5% | -8.0% |
| 6M | -2.3% | +8.8% | -11.1% | -5.0% |
| YTD | +9.7% | +23.6% | -13.9% | +3.0% |
| 1Y | +12.3% | +13.8% | -1.5% | +7.2% |
| 3Y | +71.5% | +36.5% | +35.0% | +48.8% |
| All | +69.9% | +112.0% | -42.2% | +32.4% |
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 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