+646.8%
FLEX vs XHB
+257.8%
+389.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.6% | +8.4% | +9.0% |
| 7D | -7.2% | +1.3% | -8.5% | -8.6% |
| 30D | -34.8% | +11.8% | -46.6% | -41.4% |
| 3M | -35.6% | -3.8% | -31.7% | -34.3% |
| 6M | -45.0% | +4.1% | -49.1% | -47.8% |
| YTD | +29.4% | +4.0% | +25.4% | +22.6% |
| 1Y | +24.8% | +1.6% | +23.2% | +20.3% |
| 3Y | +304.4% | +43.2% | +261.2% | +172.1% |
| 5Y | +484.1% | +35.8% | +448.2% | +302.3% |
| All | +646.8% | +257.8% | +389.0% | +100.2% |
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