+86.1%
FLEX vs XYZ
+4.3%
+81.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | +0.1% | -5.2% | +5.3% | +1.0% |
| 30D | -11.8% | 0.0% | -11.8% | -11.9% |
| 3M | -22.6% | +18.7% | -41.2% | -25.8% |
| 6M | +77.3% | +20.5% | +56.8% | +68.0% |
| YTD | +78.8% | +21.5% | +57.3% | +68.8% |
| 1Y | +86.1% | +7.2% | +78.9% | +85.1% |
| All | +86.1% | +4.3% | +81.7% | +85.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling