+246.5%
XLF vs FLEX
+1,045.7%
-799.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.7% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -1.6% | -11.8% | +10.2% | +1.0% |
| 3M | +9.3% | -22.6% | +31.8% | +14.0% |
| 6M | +14.6% | +77.3% | -62.7% | -8.2% |
| YTD | +4.7% | +78.8% | -74.0% | -17.0% |
| 1Y | +8.6% | +86.1% | -77.4% | -15.8% |
| 3Y | +73.9% | +446.2% | -372.4% | -8.5% |
| 5Y | +65.0% | +689.7% | -624.7% | -24.9% |
| All | +246.5% | +1,045.7% | -799.2% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling