+41.6%
XLE vs FLEX
+18.3%
+23.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.3% |
| 7D | -6.7% | -13.6% | +6.9% | -7.4% |
| 30D | -4.4% | -36.5% | +32.1% | -6.9% |
| 3M | +4.0% | -36.4% | +40.4% | +1.4% |
| 6M | +13.2% | -46.5% | +59.6% | +9.9% |
| YTD | +41.9% | +25.9% | +16.0% | +41.7% |
| 1Y | +41.6% | +19.6% | +22.1% | +42.6% |
| All | +41.6% | +18.3% | +23.3% | +42.6% |
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