+1,328.6%
FLEX vs XLB
+822.6%
+506.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.8% |
| 7D | -0.9% | -1.4% | +0.5% | +0.4% |
| 30D | -10.1% | -0.4% | -9.8% | -10.1% |
| 3M | -31.3% | +2.0% | -33.3% | -33.2% |
| 6M | +71.3% | +1.8% | +69.4% | +68.8% |
| YTD | +81.2% | +16.6% | +64.7% | +55.6% |
| 1Y | +98.5% | +16.9% | +81.6% | +69.6% |
| 3Y | +428.2% | +32.6% | +395.7% | +304.0% |
| 5Y | +657.3% | +35.6% | +621.6% | +469.9% |
| 10Y | +995.9% | +160.0% | +835.9% | +361.3% |
| All | +1,328.6% | +822.6% | +506.0% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling