+811.8%
XLV vs FLR
+579.2%
+232.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -3.6% | -3.5% | -0.1% | -3.1% |
| 30D | -1.8% | +4.2% | -6.0% | -2.4% |
| 3M | +7.8% | +8.1% | -0.3% | +6.1% |
| 6M | +9.1% | +21.5% | -12.4% | +5.2% |
| YTD | +7.7% | +36.8% | -29.0% | +2.0% |
| 1Y | +20.4% | +31.2% | -10.8% | +14.2% |
| 3Y | +30.8% | +53.9% | -23.1% | +17.6% |
| 5Y | +34.6% | +243.0% | -208.4% | +5.3% |
| 10Y | +173.4% | +18.8% | +154.6% | +126.2% |
| All | +811.8% | +579.2% | +232.5% | +393.0% |
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