+1,205.7%
FLEX vs XYZ
+638.9%
+566.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -0.9% | -1.0% | +0.1% | -0.7% |
| 30D | -10.1% | -1.7% | -8.4% | -10.0% |
| 3M | -31.3% | +16.7% | -48.1% | -34.7% |
| 6M | +71.3% | +26.9% | +44.4% | +58.4% |
| YTD | +81.2% | +27.1% | +54.1% | +65.5% |
| 1Y | +98.5% | +9.3% | +89.2% | +88.4% |
| 3Y | +428.2% | +42.3% | +386.0% | +341.7% |
| 5Y | +657.3% | -69.3% | +726.6% | +780.7% |
| 10Y | +995.9% | +586.8% | +409.1% | +533.6% |
| All | +1,205.7% | +638.9% | +566.7% | +609.3% |
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