+651.7%
FLEX vs XHB
+241.7%
+410.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +2.2% | -4.1% | +6.4% | +6.4% |
| 30D | -32.6% | +9.6% | -42.3% | -38.5% |
| 3M | -35.5% | -6.0% | -29.5% | -32.9% |
| 6M | -45.6% | +2.2% | -47.8% | -47.5% |
| YTD | +30.7% | +1.1% | +29.6% | +26.8% |
| 1Y | +28.4% | -1.7% | +30.1% | +27.2% |
| 3Y | +301.7% | +36.5% | +265.2% | +181.9% |
| 5Y | +473.3% | +33.5% | +439.8% | +300.2% |
| 10Y | +651.7% | +240.9% | +410.8% | +106.2% |
| All | +651.7% | +241.7% | +410.0% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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