+9.5%
XLE vs FLEX
-41.8%
+51.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | +0.1% |
| 7D | -12.0% | -19.3% | +7.3% | -12.6% |
| 30D | -2.7% | -41.5% | +38.8% | -5.4% |
| 3M | +6.6% | -43.1% | +49.7% | +3.5% |
| 6M | +9.5% | -48.2% | +57.7% | +8.2% |
| All | +9.5% | -41.8% | +51.3% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling