+1,060.6%
FLEX vs XYL
+141.5%
+919.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.4% | +2.4% |
| 7D | +7.0% | +1.8% | +5.2% | +5.7% |
| 30D | -5.8% | -9.2% | +3.4% | +0.5% |
| 3M | -24.2% | -0.3% | -23.9% | -24.9% |
| 6M | +90.8% | -11.0% | +101.8% | +105.1% |
| YTD | +89.2% | -19.2% | +108.4% | +115.7% |
| 1Y | +104.7% | -21.2% | +125.9% | +137.5% |
| 3Y | +478.1% | +18.6% | +459.5% | +402.3% |
| 5Y | +726.2% | -14.3% | +740.5% | +771.3% |
| 10Y | +1,060.6% | +141.0% | +919.6% | +561.0% |
| All | +1,060.6% | +141.5% | +919.1% | +561.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling