+652.8%
FLEX vs XEL
+185.9%
+466.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.5% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | -32.6% | +9.3% | -42.0% | -34.5% |
| 3M | -35.5% | +5.3% | -40.8% | -36.6% |
| 6M | -45.6% | +2.2% | -47.8% | -46.2% |
| YTD | +30.7% | +12.3% | +18.4% | +25.2% |
| 1Y | +28.4% | +3.0% | +25.3% | +26.2% |
| 3Y | +301.7% | +51.6% | +250.1% | +239.8% |
| 5Y | +473.3% | +50.0% | +423.3% | +380.4% |
| All | +652.8% | +185.9% | +466.9% | +500.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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