+1,060.6%
FLEX vs XLB
+159.0%
+901.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +5.5% |
| 7D | +7.0% | -0.2% | +7.2% | +7.1% |
| 30D | -5.8% | -1.7% | -4.1% | -4.2% |
| 3M | -24.2% | +4.4% | -28.6% | -28.8% |
| 6M | +90.8% | +5.0% | +85.8% | +80.5% |
| YTD | +89.2% | +15.5% | +73.7% | +59.7% |
| 1Y | +104.7% | +14.9% | +89.8% | +73.3% |
| 3Y | +478.1% | +34.5% | +443.6% | +311.3% |
| 5Y | +726.2% | +36.5% | +689.7% | +476.5% |
| 10Y | +1,060.6% | +159.6% | +901.0% | +314.0% |
| All | +1,060.6% | +159.0% | +901.6% | +314.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded XLB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling