+142.5%
XLC vs FLEX
+927.7%
-785.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -0.8% | -0.9% | 0.0% | -0.7% |
| 30D | +1.0% | -10.1% | +11.2% | +3.1% |
| 3M | -0.7% | -31.3% | +30.6% | +6.1% |
| 6M | -5.1% | +71.3% | -76.4% | -21.6% |
| YTD | -4.3% | +81.2% | -85.5% | -22.6% |
| 1Y | -0.6% | +98.5% | -99.1% | -22.3% |
| 3Y | +72.7% | +428.2% | -355.5% | -2.3% |
| 5Y | +38.0% | +657.3% | -619.3% | -31.3% |
| All | +142.5% | +927.7% | -785.3% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling