+1,024.7%
XLE vs FLEX
+1,378.6%
-353.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +2.2% | -0.9% | +3.1% | +2.3% |
| 30D | +11.8% | -10.1% | +21.9% | +13.7% |
| 3M | +9.8% | -31.3% | +41.2% | +16.1% |
| 6M | +15.6% | +71.3% | -55.7% | -0.5% |
| YTD | +45.3% | +81.2% | -36.0% | +23.0% |
| 1Y | +48.3% | +98.5% | -50.2% | +22.5% |
| 3Y | +55.4% | +428.2% | -372.8% | +3.0% |
| 5Y | +216.1% | +657.3% | -441.2% | +92.4% |
| 10Y | +178.4% | +995.9% | -817.5% | +49.9% |
| All | +1,024.7% | +1,378.6% | -353.9% | +388.1% |
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