+139.9%
XLC vs FLEX
+957.5%
-817.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -1.4% | +6.4% | -7.8% | -2.8% |
| 30D | -0.9% | -5.9% | +5.0% | +0.1% |
| 3M | -0.3% | -23.5% | +23.1% | +3.9% |
| 6M | -5.2% | +83.7% | -88.9% | -22.9% |
| YTD | -5.3% | +86.5% | -91.8% | -24.0% |
| 1Y | -2.8% | +100.5% | -103.3% | -24.2% |
| 3Y | +71.2% | +469.8% | -398.6% | -5.1% |
| 5Y | +37.6% | +725.7% | -688.1% | -32.9% |
| All | +139.9% | +957.5% | -817.6% | +0.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling