+1,060.6%
FLEX vs XME
+401.9%
+658.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.6% |
| 7D | +7.0% | +3.6% | +3.4% | +4.3% |
| 30D | -5.8% | +3.6% | -9.4% | -8.3% |
| 3M | -24.2% | +1.2% | -25.4% | -24.8% |
| 6M | +90.8% | +9.0% | +81.8% | +81.4% |
| YTD | +89.2% | +15.9% | +73.3% | +71.6% |
| 1Y | +104.7% | +43.2% | +61.5% | +59.5% |
| 3Y | +478.1% | +137.4% | +340.7% | +218.9% |
| 5Y | +726.2% | +185.0% | +541.1% | +282.2% |
| 10Y | +1,060.6% | +409.5% | +651.1% | +234.4% |
| All | +1,060.6% | +401.9% | +658.6% | +234.4% |
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