+124.6%
XLP vs FLR
+11.0%
+113.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.4% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +10.3% | -9.1% | +19.4% | +10.6% |
| 3M | +6.5% | -4.7% | +11.2% | +6.6% |
| 6M | +8.4% | -14.2% | +22.6% | +8.7% |
| YTD | +18.2% | +17.3% | +0.9% | +16.7% |
| 1Y | +22.4% | +4.3% | +18.2% | +21.5% |
| 3Y | +41.9% | +30.7% | +11.2% | +37.5% |
| 5Y | +40.9% | +101.3% | -60.4% | +32.7% |
| All | +124.6% | +11.0% | +113.6% | +126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling