+2,184.9%
FLEX vs XYL
+449.8%
+1,735.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.8% |
| 7D | -0.9% | -5.0% | +4.2% | +2.3% |
| 30D | -10.1% | -13.2% | +3.1% | -2.1% |
| 3M | -31.3% | -3.7% | -27.6% | -30.3% |
| 6M | +71.3% | -17.7% | +89.0% | +92.1% |
| YTD | +81.2% | -21.5% | +102.8% | +108.0% |
| 1Y | +98.5% | -24.5% | +123.0% | +133.3% |
| 3Y | +428.2% | +6.9% | +421.3% | +398.9% |
| 5Y | +657.3% | -18.1% | +675.3% | +717.6% |
| 10Y | +995.9% | +134.7% | +861.2% | +566.6% |
| All | +2,184.9% | +449.8% | +1,735.1% | +820.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling