+304.4%
FLEX vs XYL
+5.6%
+298.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.5% | +10.6% | +11.4% |
| 7D | -7.2% | +2.1% | -9.2% | -8.2% |
| 30D | -34.8% | -3.4% | -31.4% | -35.5% |
| 3M | -35.6% | -17.2% | -18.4% | -29.3% |
| 6M | -45.0% | -12.0% | -33.0% | -43.0% |
| YTD | +29.4% | -26.3% | +55.7% | +50.7% |
| 1Y | +24.8% | -33.5% | +58.3% | +57.1% |
| 3Y | +304.4% | +6.4% | +298.0% | +254.5% |
| All | +304.4% | +5.6% | +298.8% | +254.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling