+1,060.6%
FLEX vs XOP
+52.0%
+1,008.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.7% |
| 7D | +7.0% | +0.6% | +6.4% | +6.7% |
| 30D | -5.8% | +16.5% | -22.3% | -11.5% |
| 3M | -24.2% | +15.7% | -39.9% | -29.0% |
| 6M | +90.8% | +19.2% | +71.6% | +72.7% |
| YTD | +89.2% | +55.0% | +34.2% | +52.4% |
| 1Y | +104.7% | +54.2% | +50.5% | +64.7% |
| 3Y | +478.1% | +35.9% | +442.2% | +387.7% |
| 5Y | +726.2% | +162.4% | +563.8% | +410.4% |
| 10Y | +1,060.6% | +50.2% | +1,010.4% | +617.5% |
| All | +1,060.6% | +52.0% | +1,008.6% | +617.5% |
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