+988.3%
XLE vs FLEX
+842.1%
+146.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.8% |
| 7D | -12.0% | -19.3% | +7.3% | -8.7% |
| 30D | -2.7% | -41.5% | +38.8% | +6.2% |
| 3M | +6.6% | -43.1% | +49.7% | +16.4% |
| 6M | +9.5% | -48.2% | +57.7% | +19.7% |
| YTD | +40.6% | +15.5% | +25.1% | +27.6% |
| 1Y | +43.6% | +10.2% | +33.4% | +31.1% |
| 3Y | +58.1% | +256.8% | -198.7% | +11.4% |
| 5Y | +152.2% | +408.2% | -256.0% | +63.1% |
| 10Y | +172.9% | +580.8% | -407.9% | +58.3% |
| All | +988.3% | +842.1% | +146.2% | +406.4% |
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