+141.4%
XLC vs FLEX
+972.8%
-831.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -1.4% |
| 7D | +0.6% | +7.0% | -6.4% | -0.9% |
| 30D | +0.2% | -5.8% | +6.0% | +1.2% |
| 3M | +0.6% | -24.2% | +24.9% | +5.2% |
| 6M | -4.5% | +90.8% | -95.3% | -23.1% |
| YTD | -4.7% | +89.2% | -93.9% | -23.7% |
| 1Y | -1.7% | +104.7% | -106.4% | -23.6% |
| 3Y | +72.3% | +478.1% | -405.8% | -4.8% |
| 5Y | +37.8% | +726.2% | -688.4% | -32.8% |
| All | +141.4% | +972.8% | -831.4% | +1.2% |
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