+432.8%
XYL vs FLR
+19.1%
+413.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | -5.0% | +5.4% | -10.5% | -6.1% |
| 30D | -13.2% | +11.4% | -24.6% | -15.5% |
| 3M | -3.7% | +11.4% | -15.1% | -6.7% |
| 6M | -17.7% | +16.6% | -34.3% | -21.4% |
| YTD | -21.5% | +41.7% | -63.2% | -28.2% |
| 1Y | -24.5% | +35.4% | -59.9% | -30.6% |
| 3Y | +6.9% | +57.3% | -50.4% | -8.4% |
| 5Y | -18.1% | +241.0% | -259.1% | -41.8% |
| 10Y | +134.7% | +16.6% | +118.1% | +111.0% |
| All | +432.8% | +19.1% | +413.7% | +364.7% |
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