-2.8%
XLC vs FLEX
+101.8%
-104.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -1.4% | +6.4% | -7.8% | -1.6% |
| 30D | -0.9% | -5.9% | +5.0% | -0.8% |
| 3M | -0.3% | -23.5% | +23.1% | +0.3% |
| 6M | -5.2% | +83.7% | -88.9% | -10.3% |
| YTD | -5.3% | +86.5% | -91.8% | -10.7% |
| 1Y | -2.8% | +100.5% | -103.3% | -9.0% |
| All | -2.8% | +101.8% | -104.6% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling