+1,336.1%
XLK vs FLR
+587.1%
+748.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.7% |
| 7D | +2.3% | -3.1% | +5.5% | +3.0% |
| 30D | +0.8% | +4.9% | -4.1% | -0.3% |
| 3M | +4.1% | +10.8% | -6.8% | +1.2% |
| 6M | +34.8% | +19.7% | +15.1% | +28.1% |
| YTD | +30.8% | +38.4% | -7.5% | +20.2% |
| 1Y | +42.4% | +34.7% | +7.7% | +31.1% |
| 3Y | +121.8% | +56.7% | +65.1% | +91.3% |
| 5Y | +146.6% | +241.6% | -95.0% | +74.5% |
| 10Y | +804.3% | +20.2% | +784.1% | +583.8% |
| All | +1,336.1% | +587.1% | +748.9% | +438.5% |
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