+149.7%
XBI vs FLEX
+1,128.1%
-978.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -2.4% |
| 7D | -4.6% | +5.7% | -10.4% | -6.3% |
| 30D | -2.0% | -7.0% | +5.0% | -0.4% |
| 3M | +17.8% | -23.8% | +41.6% | +25.0% |
| 6M | +23.7% | +82.6% | -58.9% | -3.5% |
| YTD | +28.2% | +91.6% | -63.4% | -2.4% |
| 1Y | +64.0% | +100.6% | -36.6% | +21.7% |
| 3Y | +99.4% | +479.8% | -380.4% | -1.9% |
| 5Y | +19.3% | +746.5% | -727.2% | -49.5% |
| All | +149.7% | +1,128.1% | -978.4% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling