+519.9%
XLU vs FLR
+579.2%
-59.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -1.6% | -3.5% | +1.9% | -1.2% |
| 30D | -3.3% | +4.2% | -7.5% | -3.8% |
| 3M | -3.2% | +8.1% | -11.2% | -4.4% |
| 6M | -7.0% | +21.5% | -28.5% | -9.8% |
| YTD | +0.6% | +36.8% | -36.1% | -4.0% |
| 1Y | +2.4% | +31.2% | -28.8% | -2.0% |
| 3Y | +46.3% | +53.9% | -7.6% | +34.0% |
| 5Y | +44.0% | +243.0% | -199.1% | +17.4% |
| 10Y | +140.1% | +18.8% | +121.2% | +105.8% |
| All | +519.9% | +579.2% | -59.4% | +257.0% |
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