+832.0%
FLEX vs XYZ
+690.7%
+141.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.6% | +8.4% | +11.0% |
| 7D | -7.2% | +14.9% | -22.1% | -11.2% |
| 30D | -34.8% | +14.7% | -49.4% | -37.6% |
| 3M | -35.6% | +12.1% | -47.7% | -38.2% |
| 6M | -45.0% | +18.3% | -63.3% | -48.4% |
| YTD | +29.4% | +36.1% | -6.7% | +15.1% |
| 1Y | +24.8% | +35.3% | -10.5% | +11.0% |
| 3Y | +304.4% | +73.5% | +230.9% | +219.6% |
| 5Y | +484.1% | -61.6% | +545.7% | +533.6% |
| 10Y | +640.4% | +638.0% | +2.4% | +317.1% |
| All | +832.0% | +690.7% | +141.3% | +393.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling