+2.4%
XLU vs FLR
+31.4%
-29.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -1.6% | -3.5% | +1.9% | -1.4% |
| 30D | -3.3% | +4.2% | -7.5% | -3.5% |
| 3M | -3.2% | +8.1% | -11.2% | -3.7% |
| 6M | -7.0% | +21.5% | -28.5% | -8.5% |
| YTD | +0.6% | +36.8% | -36.1% | -2.6% |
| 1Y | +2.4% | +31.2% | -28.8% | 0.0% |
| All | +2.4% | +31.4% | -29.0% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling