+614.8%
FLEX vs XHB
+237.3%
+377.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.8% | -4.6% |
| 7D | +7.5% | -0.2% | +7.7% | +7.9% |
| 30D | -25.3% | +9.9% | -35.2% | -32.1% |
| 3M | -39.7% | -6.3% | -33.4% | -37.1% |
| 6M | -47.9% | +3.8% | -51.7% | -50.4% |
| YTD | +24.1% | +0.1% | +24.0% | +21.4% |
| 1Y | +26.0% | -0.8% | +26.8% | +23.7% |
| 3Y | +282.7% | +35.6% | +247.1% | +169.8% |
| 5Y | +424.2% | +29.6% | +394.7% | +276.2% |
| All | +614.8% | +237.3% | +377.5% | +97.8% |
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