+256.8%
FLEX vs XME
+84.7%
+172.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.4% | +1.2% | +1.6% |
| 7D | -19.3% | -4.5% | -14.8% | -15.5% |
| 30D | -41.5% | -10.9% | -30.7% | -34.5% |
| 3M | -43.1% | -15.3% | -27.8% | -33.8% |
| 6M | -48.2% | -24.6% | -23.6% | -33.8% |
| YTD | +15.5% | -9.6% | +25.1% | +28.3% |
| 1Y | +10.2% | +2.9% | +7.3% | +10.5% |
| 3Y | +256.8% | +86.9% | +169.9% | +117.5% |
| All | +256.8% | +84.7% | +172.1% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling