+149.9%
XLE vs FLEX
+409.9%
-259.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.5% |
| 7D | -12.0% | -19.3% | +7.3% | -10.2% |
| 30D | -2.7% | -41.5% | +38.8% | +2.2% |
| 3M | +6.6% | -43.1% | +49.7% | +12.1% |
| 6M | +9.5% | -48.2% | +57.7% | +15.2% |
| YTD | +40.6% | +15.5% | +25.1% | +24.7% |
| 1Y | +43.6% | +10.2% | +33.4% | +28.3% |
| 3Y | +58.1% | +256.8% | -198.7% | -0.1% |
| All | +149.9% | +409.9% | -259.9% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling