+121.7%
XRT vs FLR
+21.1%
+100.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.5% | -1.0% |
| 7D | -2.4% | -3.1% | +0.7% | -1.8% |
| 30D | -6.9% | +4.9% | -11.9% | -7.9% |
| 3M | -0.4% | +10.8% | -11.2% | -3.2% |
| 6M | +2.2% | +19.7% | -17.4% | -2.8% |
| YTD | -0.7% | +38.4% | -39.0% | -8.5% |
| 1Y | -2.0% | +34.7% | -36.7% | -9.6% |
| 3Y | +41.0% | +56.7% | -15.6% | +22.1% |
| 5Y | -3.3% | +241.6% | -244.9% | -28.9% |
| All | +121.7% | +21.1% | +100.5% | +70.9% |
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