+39.2%
XLK vs FLR
+31.4%
+7.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +0.2% | -3.5% | +3.7% | +1.1% |
| 30D | -0.6% | +4.2% | -4.8% | -1.8% |
| 3M | +2.6% | +8.1% | -5.5% | -0.2% |
| 6M | +34.0% | +21.5% | +12.4% | +24.5% |
| YTD | +30.7% | +36.8% | -6.1% | +17.5% |
| 1Y | +39.2% | +31.2% | +8.0% | +25.1% |
| All | +39.2% | +31.4% | +7.8% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling