+927.0%
FLEX vs XHB
+182.7%
+744.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.6% | +8.4% | +9.4% |
| 7D | -7.2% | +1.3% | -8.5% | -8.4% |
| 30D | -34.8% | +11.8% | -46.6% | -40.6% |
| 3M | -35.6% | -3.8% | -31.7% | -34.5% |
| 6M | -45.0% | +4.1% | -49.1% | -47.3% |
| YTD | +29.4% | +4.0% | +25.4% | +24.0% |
| 1Y | +24.8% | +1.6% | +23.2% | +21.3% |
| 3Y | +304.4% | +43.2% | +261.2% | +195.9% |
| 5Y | +484.1% | +35.8% | +448.2% | +336.5% |
| 10Y | +640.4% | +259.3% | +381.1% | +179.6% |
| All | +927.0% | +182.7% | +744.4% | +174.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling