+640.4%
FLEX vs XOP
+47.9%
+592.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +11.9% |
| 7D | -7.2% | -10.0% | +2.9% | -2.9% |
| 30D | -34.8% | -9.1% | -25.7% | -32.3% |
| 3M | -35.6% | +5.1% | -40.7% | -37.1% |
| 6M | -45.0% | +6.4% | -51.4% | -47.1% |
| YTD | +29.4% | +39.7% | -10.3% | +8.2% |
| 1Y | +24.8% | +37.2% | -12.4% | +5.0% |
| 3Y | +304.4% | +37.6% | +266.8% | +239.0% |
| 5Y | +484.1% | +76.5% | +407.6% | +324.1% |
| 10Y | +640.4% | +42.6% | +597.8% | +380.2% |
| All | +640.4% | +47.9% | +592.5% | +380.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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