+104.7%
FLEX vs XME
+42.7%
+62.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.4% |
| 7D | +7.0% | +3.6% | +3.4% | +3.7% |
| 30D | -5.8% | +3.6% | -9.4% | -8.8% |
| 3M | -24.2% | +1.2% | -25.4% | -25.6% |
| 6M | +90.8% | +9.0% | +81.8% | +78.3% |
| YTD | +89.2% | +15.9% | +73.3% | +70.5% |
| 1Y | +104.7% | +43.2% | +61.5% | +59.0% |
| All | +104.7% | +42.7% | +62.0% | +59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling