+19.8%
XBI vs FLEX
+684.1%
-664.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.5% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -0.8% | -11.8% | +11.0% | +2.1% |
| 3M | +21.8% | -22.6% | +44.4% | +27.9% |
| 6M | +23.2% | +77.3% | -54.1% | -3.6% |
| YTD | +28.7% | +78.8% | -50.0% | -0.5% |
| 1Y | +67.8% | +86.1% | -18.3% | +26.3% |
| 3Y | +100.6% | +446.2% | -345.6% | -9.6% |
| 5Y | +19.8% | +689.7% | -669.9% | -58.6% |
| All | +19.8% | +684.1% | -664.3% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling