-4.1%
XLC vs FLEX
+21.6%
-25.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.0% | -9.6% | +2.2% |
| 7D | +7.1% | -7.2% | +14.2% | +7.0% |
| 30D | -2.7% | -34.8% | +32.0% | -2.3% |
| 3M | -3.2% | -35.6% | +32.4% | -2.7% |
| 6M | -7.7% | -45.0% | +37.4% | -7.0% |
| YTD | -8.0% | +29.4% | -37.3% | -12.1% |
| All | -4.1% | +21.6% | -25.6% | -8.0% |
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