+522.5%
XLP vs FLR
+482.5%
+40.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.6% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +10.3% | -9.1% | +19.4% | +11.1% |
| 3M | +6.5% | -4.7% | +11.2% | +6.6% |
| 6M | +8.4% | -14.2% | +22.6% | +9.0% |
| YTD | +18.2% | +17.3% | +0.9% | +15.0% |
| 1Y | +22.4% | +4.3% | +18.2% | +20.3% |
| 3Y | +41.9% | +30.7% | +11.2% | +33.0% |
| 5Y | +40.9% | +101.3% | -60.4% | +24.1% |
| 10Y | +128.4% | +12.4% | +116.0% | +99.4% |
| All | +522.5% | +482.5% | +40.0% | +306.0% |
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 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