+104.7%
FLEX vs XHB
-15.1%
+119.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +6.2% |
| 7D | +7.0% | +0.2% | +6.8% | +6.7% |
| 30D | -5.8% | -9.1% | +3.3% | +1.0% |
| 3M | -24.2% | -2.3% | -21.9% | -23.4% |
| 6M | +90.8% | -4.1% | +94.9% | +91.9% |
| YTD | +89.2% | -1.7% | +90.9% | +88.9% |
| 1Y | +104.7% | -15.1% | +119.8% | +105.2% |
| All | +104.7% | -15.1% | +119.8% | +105.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling