+25.0%
FLEX vs XYL
-30.7%
+55.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.0% | -17.3% | -12.6% |
| 7D | -17.0% | +14.5% | -31.5% | -18.5% |
| 30D | -33.8% | -1.3% | -32.5% | -34.5% |
| 3M | -39.0% | -17.0% | -22.1% | -33.3% |
| 6M | -15.9% | -11.3% | -4.6% | -13.3% |
| YTD | +27.8% | -25.0% | +52.8% | +37.0% |
| 1Y | +25.0% | -31.5% | +56.5% | +51.3% |
| All | +25.0% | -30.7% | +55.7% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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