+256.8%
FLEX vs XLB
+39.6%
+217.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +5.3% |
| 7D | -19.3% | -1.5% | -17.8% | -18.2% |
| 30D | -41.5% | +6.1% | -47.6% | -45.6% |
| 3M | -43.1% | 0.0% | -43.1% | -43.6% |
| 6M | -48.2% | 0.0% | -48.2% | -48.8% |
| YTD | +15.5% | +16.0% | -0.5% | -3.6% |
| 1Y | +10.2% | +24.7% | -14.5% | -15.7% |
| 3Y | +256.8% | +40.4% | +216.4% | +148.1% |
| All | +256.8% | +39.6% | +217.2% | +148.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling