+802.5%
FLEX vs XRT
+529.0%
+273.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +6.0% |
| 7D | -19.3% | +0.9% | -20.2% | -20.6% |
| 30D | -41.5% | +7.9% | -49.5% | -46.1% |
| 3M | -43.1% | -0.2% | -42.9% | -44.2% |
| 6M | -48.2% | +5.6% | -53.8% | -52.1% |
| YTD | +15.5% | +5.7% | +9.8% | +7.0% |
| 1Y | +10.2% | +14.6% | -4.4% | -4.9% |
| 3Y | +256.8% | +50.7% | +206.1% | +141.1% |
| 5Y | +408.2% | -4.8% | +413.0% | +391.8% |
| 10Y | +580.8% | +152.6% | +428.2% | +134.1% |
| All | +802.5% | +529.0% | +273.4% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling