+1,166.0%
XLY vs FLR
+579.2%
+586.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.6% |
| 7D | -1.7% | -3.5% | +1.8% | -0.9% |
| 30D | -4.2% | +4.2% | -8.4% | -5.2% |
| 3M | -2.7% | +8.1% | -10.8% | -5.2% |
| 6M | -0.6% | +21.5% | -22.2% | -6.5% |
| YTD | -5.0% | +36.8% | -41.8% | -13.3% |
| 1Y | -4.1% | +31.2% | -35.3% | -12.0% |
| 3Y | +33.6% | +53.9% | -20.3% | +13.6% |
| 5Y | +28.7% | +243.0% | -214.3% | -11.6% |
| 10Y | +219.6% | +18.8% | +200.8% | +134.5% |
| All | +1,166.0% | +579.2% | +586.8% | +406.5% |
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