+1,033.9%
FLEX vs XEL
+151.3%
+882.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | +0.1% | -1.2% | +1.3% | +0.5% |
| 30D | -11.8% | -2.9% | -8.9% | -11.0% |
| 3M | -22.6% | -2.7% | -19.9% | -22.2% |
| 6M | +77.3% | -6.5% | +83.8% | +79.9% |
| YTD | +78.8% | +3.6% | +75.1% | +75.7% |
| 1Y | +86.1% | +7.5% | +78.6% | +80.3% |
| 3Y | +446.2% | +46.3% | +399.9% | +365.6% |
| 5Y | +689.7% | +30.5% | +659.2% | +596.3% |
| All | +1,033.9% | +151.3% | +882.7% | +839.8% |
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