+19.6%
FLEX vs XLB
+24.6%
-5.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.5% |
| 7D | -13.6% | +0.5% | -14.1% | -13.8% |
| 30D | -36.5% | +6.9% | -43.4% | -40.8% |
| 3M | -36.4% | -0.2% | -36.3% | -36.4% |
| 6M | -46.5% | +3.3% | -49.8% | -48.8% |
| YTD | +25.9% | +18.0% | +7.9% | +8.8% |
| 1Y | +19.6% | +24.2% | -4.7% | +0.3% |
| All | +19.6% | +24.6% | -5.0% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling