+663.2%
FLEX vs XME
+176.2%
+487.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -10.1% | +6.0% | -16.1% | -14.1% |
| 3M | -31.3% | -7.7% | -23.6% | -27.6% |
| 6M | +71.3% | +1.0% | +70.3% | +71.1% |
| YTD | +81.2% | +14.6% | +66.6% | +66.2% |
| 1Y | +98.5% | +46.0% | +52.5% | +54.4% |
| 3Y | +428.2% | +127.0% | +301.2% | +210.4% |
| All | +663.2% | +176.2% | +487.0% | +288.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling