+103.1%
XLP vs FLR
+18.9%
+84.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -1.0% | +5.4% | -6.4% | -1.2% |
| 30D | -0.9% | +11.4% | -12.3% | -1.4% |
| 3M | +3.8% | +11.4% | -7.6% | +3.2% |
| 6M | -1.7% | +16.6% | -18.4% | -2.7% |
| YTD | +10.3% | +41.7% | -31.5% | +8.1% |
| 1Y | +7.8% | +35.4% | -27.6% | +5.8% |
| 3Y | +27.2% | +57.3% | -30.1% | +22.4% |
| 5Y | +32.5% | +241.0% | -208.5% | +21.8% |
| All | +103.1% | +18.9% | +84.3% | +101.0% |
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