+73.6%
XLC vs FLEX
+446.9%
-373.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -0.8% | -0.9% | 0.0% | -0.8% |
| 30D | +1.0% | -10.1% | +11.2% | +2.0% |
| 3M | -0.7% | -31.3% | +30.6% | +2.6% |
| 6M | -5.1% | +71.3% | -76.4% | -15.3% |
| YTD | -4.3% | +81.2% | -85.5% | -15.8% |
| 1Y | -0.6% | +98.5% | -99.1% | -14.6% |
| All | +73.6% | +446.9% | -373.4% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling