+416.7%
FLEX vs XHB
+33.2%
+383.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +5.6% |
| 7D | -19.3% | +1.3% | -20.6% | -20.6% |
| 30D | -41.5% | +7.8% | -49.3% | -45.2% |
| 3M | -43.1% | -5.5% | -37.6% | -41.5% |
| 6M | -48.2% | -2.6% | -45.6% | -47.9% |
| YTD | +15.5% | +0.4% | +15.1% | +13.5% |
| 1Y | +10.2% | -1.0% | +11.2% | +9.1% |
| 3Y | +256.8% | +37.3% | +219.5% | +169.1% |
| All | +416.7% | +33.2% | +383.5% | +273.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling