+1,338.8%
FLEX vs XHB
+173.9%
+1,164.9%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.8% |
| 7D | -0.9% | -1.3% | +0.4% | +0.1% |
| 30D | -10.1% | -6.9% | -3.3% | -5.5% |
| 3M | -31.3% | -1.3% | -30.1% | -31.0% |
| 6M | +71.3% | -6.8% | +78.1% | +81.1% |
| YTD | +81.2% | +0.7% | +80.5% | +79.7% |
| 1Y | +98.5% | -11.2% | +109.7% | +114.7% |
| 3Y | +428.2% | +25.3% | +402.9% | +330.9% |
| 5Y | +657.3% | +37.3% | +619.9% | +466.5% |
| 10Y | +995.9% | +211.5% | +784.4% | +361.4% |
| All | +1,338.8% | +173.9% | +1,164.9% | +297.8% |
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 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