+68.4%
XLE vs FLEX
+297.5%
-229.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +4.4% | +17.1% | -12.7% | +3.5% |
| 30D | -4.3% | -29.5% | +25.3% | -2.9% |
| 3M | +6.0% | -37.3% | +43.3% | +8.0% |
| 6M | +13.2% | -44.1% | +57.3% | +15.6% |
| YTD | +46.7% | +29.3% | +17.4% | +32.2% |
| 1Y | +46.6% | +24.2% | +22.5% | +32.8% |
| All | +68.4% | +297.5% | -229.1% | +12.3% |
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