+943.2%
XBI vs FLEX
+1,416.9%
-473.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -2.4% |
| 7D | -0.9% | +7.0% | -7.9% | -2.9% |
| 30D | +2.9% | -5.8% | +8.7% | +4.3% |
| 3M | +26.2% | -24.2% | +50.4% | +34.3% |
| 6M | +30.7% | +90.8% | -60.1% | +1.2% |
| YTD | +32.9% | +89.2% | -56.3% | +2.4% |
| 1Y | +72.3% | +104.7% | -32.4% | +28.3% |
| 3Y | +107.2% | +478.1% | -370.9% | +6.4% |
| 5Y | +23.2% | +726.2% | -703.0% | -44.3% |
| 10Y | +158.5% | +1,060.6% | -902.1% | -5.3% |
| All | +943.2% | +1,416.9% | -473.7% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling