+25.0%
FLEX vs XRT
+18.0%
+7.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.5% | -17.9% | -13.3% |
| 7D | -17.0% | +8.0% | -25.0% | -18.7% |
| 30D | -33.8% | +13.0% | -46.9% | -36.9% |
| 3M | -39.0% | +1.7% | -40.7% | -38.4% |
| 6M | -15.9% | +12.6% | -28.5% | -22.2% |
| YTD | +27.8% | +10.7% | +17.2% | +17.4% |
| 1Y | +25.0% | +18.4% | +6.6% | +9.0% |
| All | +25.0% | +18.0% | +7.0% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling