+725.7%
FLEX vs XYZ
-69.0%
+794.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | +6.4% | -3.7% | +10.1% | +7.3% |
| 30D | -5.9% | +0.5% | -6.4% | -6.2% |
| 3M | -23.5% | +16.3% | -39.7% | -26.9% |
| 6M | +83.7% | +21.1% | +62.6% | +72.9% |
| YTD | +86.5% | +22.0% | +64.5% | +73.3% |
| 1Y | +100.5% | +5.2% | +95.3% | +93.1% |
| 3Y | +469.8% | +49.6% | +420.3% | +379.4% |
| 5Y | +725.7% | -68.4% | +794.1% | +831.1% |
| All | +725.7% | -69.0% | +794.6% | +831.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling