+104.7%
FLEX vs XLB
+14.8%
+89.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +5.3% |
| 7D | +7.0% | -0.2% | +7.2% | +7.1% |
| 30D | -5.8% | -1.7% | -4.1% | -4.3% |
| 3M | -24.2% | +4.4% | -28.6% | -29.2% |
| 6M | +90.8% | +5.0% | +85.8% | +80.7% |
| YTD | +89.2% | +15.5% | +73.7% | +66.5% |
| 1Y | +104.7% | +14.9% | +89.8% | +76.9% |
| All | +104.7% | +14.8% | +89.9% | +76.9% |
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