-18.0%
FLEX vs XE
-63.2%
+45.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.4% |
| 7D | +7.5% | +6.2% | +1.2% | +5.2% |
| 30D | -25.3% | -4.8% | -20.5% | -23.8% |
| 3M | -39.7% | -51.3% | +11.6% | -25.7% |
| 6M | -47.9% | -64.2% | +16.4% | -28.5% |
| All | -18.0% | -63.2% | +45.2% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · 6 months rolling