+9.1%
XLF vs FLEX
+102.8%
-93.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | +0.2% | -10.1% | +10.3% | +0.3% |
| 3M | +11.7% | -31.3% | +43.1% | +12.3% |
| 6M | +13.8% | +71.3% | -57.5% | +8.6% |
| YTD | +7.0% | +81.2% | -74.2% | +1.6% |
| 1Y | +9.1% | +98.5% | -89.4% | +3.2% |
| All | +9.1% | +102.8% | -93.7% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling