+626.9%
FLEX vs XRT
+147.6%
+479.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | -13.6% | +4.1% | -17.7% | -16.4% |
| 30D | -36.5% | +9.9% | -46.4% | -41.3% |
| 3M | -36.4% | +2.3% | -38.7% | -38.3% |
| 6M | -46.5% | +9.6% | -56.1% | -51.1% |
| YTD | +25.9% | +9.1% | +16.8% | +15.6% |
| 1Y | +19.6% | +16.2% | +3.3% | +4.7% |
| 3Y | +287.0% | +60.1% | +226.9% | +167.5% |
| 5Y | +466.6% | -0.5% | +467.1% | +441.0% |
| 10Y | +626.9% | +145.1% | +481.8% | +173.6% |
| All | +626.9% | +147.6% | +479.4% | +173.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling