+911.0%
FLEX vs XOP
+67.7%
+843.3%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +11.9% |
| 7D | -7.2% | -10.0% | +2.9% | -1.8% |
| 30D | -34.8% | -9.1% | -25.7% | -31.7% |
| 3M | -35.6% | +5.1% | -40.7% | -37.5% |
| 6M | -45.0% | +6.4% | -51.4% | -47.6% |
| YTD | +29.4% | +39.7% | -10.3% | +4.7% |
| 1Y | +24.8% | +37.2% | -12.4% | +1.8% |
| 3Y | +304.4% | +37.6% | +266.8% | +227.6% |
| 5Y | +484.1% | +76.5% | +407.6% | +293.5% |
| 10Y | +640.4% | +42.6% | +597.8% | +361.6% |
| All | +911.0% | +67.7% | +843.3% | +335.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling