+478.1%
FLEX vs XYZ
+43.0%
+435.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.2% | +7.6% | +5.2% |
| 7D | +7.0% | +2.9% | +4.1% | +6.0% |
| 30D | -5.8% | +1.4% | -7.2% | -6.4% |
| 3M | -24.2% | +14.6% | -38.8% | -27.6% |
| 6M | +90.8% | +20.8% | +70.0% | +78.7% |
| YTD | +89.2% | +23.1% | +66.1% | +74.4% |
| 1Y | +104.7% | +5.6% | +99.1% | +96.9% |
| 3Y | +478.1% | +50.9% | +427.2% | +382.7% |
| All | +478.1% | +43.0% | +435.0% | +382.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling