+8.4%
XLP vs FLR
-12.3%
+20.7%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -0.9% |
| 7D | +0.7% | -0.8% | +1.5% | +0.7% |
| 30D | +10.3% | -9.1% | +19.4% | +9.6% |
| 3M | +6.5% | -4.7% | +11.2% | +6.8% |
| 6M | +8.4% | -14.2% | +22.6% | +8.4% |
| All | +8.4% | -12.3% | +20.7% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling