+919.1%
FLEX vs XLB
+825.1%
+94.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | +0.2% |
| 7D | +17.1% | 0.0% | +17.0% | +17.2% |
| 30D | -29.5% | +5.3% | -34.8% | -33.3% |
| 3M | -37.3% | 0.0% | -37.3% | -37.6% |
| 6M | -44.1% | +1.2% | -45.3% | -45.3% |
| YTD | +29.3% | +16.9% | +12.4% | +10.4% |
| 1Y | +24.2% | +20.9% | +3.3% | +2.4% |
| 3Y | +297.3% | +43.3% | +254.0% | +180.4% |
| 5Y | +446.2% | +28.3% | +417.9% | +332.5% |
| 10Y | +643.7% | +165.3% | +478.3% | +206.6% |
| All | +919.1% | +825.1% | +94.1% | +42.3% |
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 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