-46.1%
FLEX vs XYZ
+17.9%
-64.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.6% | +8.4% | +12.0% |
| 7D | -7.2% | +14.9% | -22.1% | -5.4% |
| 30D | -34.8% | +14.7% | -49.4% | -33.5% |
| 3M | -35.6% | +12.1% | -47.7% | -34.3% |
| All | -46.1% | +17.9% | -64.1% | -46.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling