+652.8%
FLEX vs XME
+274.0%
+378.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.3% |
| 7D | +2.2% | +1.5% | +0.7% | +1.9% |
| 30D | -32.6% | -7.3% | -25.4% | -27.8% |
| 3M | -35.5% | -17.4% | -18.1% | -24.9% |
| 6M | -45.6% | -21.8% | -23.7% | -34.0% |
| YTD | +30.7% | -6.0% | +36.7% | +39.7% |
| 1Y | +28.4% | +3.8% | +24.6% | +28.0% |
| 3Y | +301.7% | +100.0% | +201.6% | +151.9% |
| 5Y | +473.3% | +116.1% | +357.2% | +223.8% |
| All | +652.8% | +274.0% | +378.8% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling