+22.8%
FLEX vs XYL
-33.6%
+56.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.5% | +10.6% | +11.9% |
| 7D | -7.2% | +2.1% | -9.2% | -7.3% |
| 30D | -34.8% | -3.4% | -31.4% | -35.3% |
| 3M | -35.6% | -17.2% | -18.4% | -30.1% |
| 6M | -45.0% | -12.0% | -33.0% | -44.1% |
| YTD | +29.4% | -26.3% | +55.7% | +38.7% |
| All | +22.8% | -33.6% | +56.4% | +47.6% |
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