+416.7%
FLEX vs XOP
+76.5%
+340.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | -19.3% | -14.7% | -4.6% | -14.6% |
| 30D | -41.5% | -7.7% | -33.8% | -39.9% |
| 3M | -43.1% | +4.4% | -47.5% | -44.2% |
| 6M | -48.2% | +3.5% | -51.7% | -49.4% |
| YTD | +15.5% | +39.4% | -23.9% | -4.4% |
| 1Y | +10.2% | +39.8% | -29.6% | -9.1% |
| 3Y | +256.8% | +29.7% | +227.2% | +200.9% |
| All | +416.7% | +76.5% | +340.2% | +288.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling