+663.2%
FLEX vs XLB
+36.1%
+627.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.9% |
| 7D | -0.9% | -1.4% | +0.5% | +0.6% |
| 30D | -10.1% | -0.4% | -9.8% | -10.0% |
| 3M | -31.3% | +2.0% | -33.3% | -33.5% |
| 6M | +71.3% | +1.8% | +69.4% | +68.0% |
| YTD | +81.2% | +16.6% | +64.7% | +52.5% |
| 1Y | +98.5% | +16.9% | +81.6% | +66.0% |
| 3Y | +428.2% | +32.6% | +395.7% | +288.4% |
| All | +663.2% | +36.1% | +627.1% | +432.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling