+169.4%
XLV vs FLR
+19.7%
+149.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -3.6% | -3.5% | -0.1% | -3.3% |
| 30D | -1.8% | +4.2% | -6.0% | -2.1% |
| 3M | +7.8% | +8.1% | -0.3% | +6.9% |
| 6M | +9.1% | +21.5% | -12.4% | +7.0% |
| YTD | +7.7% | +36.8% | -29.0% | +4.6% |
| 1Y | +20.4% | +31.2% | -10.8% | +17.0% |
| 3Y | +30.8% | +53.9% | -23.1% | +23.3% |
| 5Y | +34.6% | +243.0% | -208.4% | +18.1% |
| All | +169.4% | +19.7% | +149.6% | +157.1% |
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