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  • XYL vs FLR✓SelectedUSD · FLRXYL vs FLR performance historyLatest closeAs of+2.95%09/08
Stock and ETF performance explorer

XYL vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+448.5%
FLR return
+20.1%
Excess return
+428.4%
Maximum drawdown
-46.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D+3.0%+0.8%+2.1%+2.8%
7D+1.8%+0.7%+1.1%+1.7%
30D-9.2%-0.7%-8.6%-9.3%
3M-0.3%+14.3%-14.6%-3.8%
6M-11.0%+25.6%-36.6%-16.3%
YTD-19.2%+42.9%-62.1%-26.2%
1Y-21.2%+38.7%-59.9%-28.0%
3Y+18.6%+61.8%-43.2%+1.1%
5Y-14.3%+254.1%-268.4%-39.6%
10Y+141.0%+20.0%+121.0%+114.5%
All+448.5%+20.1%+428.4%+377.6%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling