+652.8%
FLEX vs XYZ
+607.3%
+45.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +2.2% | -2.2% | +4.4% | +3.2% |
| 30D | -32.6% | +11.6% | -44.2% | -35.2% |
| 3M | -35.5% | +8.4% | -43.9% | -37.6% |
| 6M | -45.6% | +17.2% | -62.7% | -49.0% |
| YTD | +30.7% | +31.7% | -1.0% | +16.5% |
| 1Y | +28.4% | +30.1% | -1.7% | +14.7% |
| 3Y | +301.7% | +66.4% | +235.2% | +215.8% |
| 5Y | +473.3% | -62.2% | +535.4% | +533.2% |
| All | +652.8% | +607.3% | +45.6% | +301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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