+663.2%
FLEX vs XRT
-1.0%
+664.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.8% |
| 7D | -0.9% | +0.8% | -1.7% | -1.4% |
| 30D | -10.1% | -4.2% | -6.0% | -7.7% |
| 3M | -31.3% | +5.1% | -36.4% | -34.5% |
| 6M | +71.3% | +2.4% | +68.9% | +66.8% |
| YTD | +81.2% | +3.2% | +78.1% | +75.3% |
| 1Y | +98.5% | +1.5% | +97.0% | +94.0% |
| 3Y | +428.2% | +40.6% | +387.7% | +312.1% |
| All | +663.2% | -1.0% | +664.3% | +602.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling