+24.2%
FLEX vs XME
+0.8%
+23.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +1.0% | +1.1% |
| 7D | +17.1% | +5.3% | +11.7% | +11.3% |
| 30D | -29.5% | -8.2% | -21.3% | -22.0% |
| 3M | -37.3% | -18.4% | -18.9% | -22.6% |
| 6M | -44.1% | -22.8% | -21.2% | -28.3% |
| YTD | +29.3% | -7.9% | +37.2% | +42.5% |
| 1Y | +24.2% | -0.9% | +25.0% | +29.9% |
| All | +24.2% | +0.8% | +23.4% | +29.9% |
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