+446.2%
FLEX vs XRT
-4.1%
+450.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | +0.2% |
| 7D | +17.1% | -0.4% | +17.5% | +17.5% |
| 30D | -29.5% | +7.5% | -37.1% | -33.6% |
| 3M | -37.3% | +2.3% | -39.6% | -39.0% |
| 6M | -44.1% | +12.8% | -56.9% | -49.8% |
| YTD | +29.3% | +7.1% | +22.2% | +20.7% |
| 1Y | +24.2% | +12.3% | +11.9% | +12.0% |
| 3Y | +297.3% | +57.0% | +240.3% | +184.8% |
| 5Y | +446.2% | -4.3% | +450.5% | +425.4% |
| All | +446.2% | -4.1% | +450.3% | +425.4% |
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