+217.7%
XLF vs FLEX
+608.2%
-390.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.7% |
| 7D | +2.7% | +7.5% | -4.8% | +0.8% |
| 30D | +7.6% | -25.3% | +32.9% | +13.4% |
| 3M | +1.1% | -39.7% | +40.8% | +11.2% |
| 6M | +15.9% | -47.9% | +63.8% | +29.5% |
| YTD | +8.4% | +24.1% | -15.6% | -8.2% |
| 1Y | +12.5% | +26.0% | -13.4% | -5.6% |
| 3Y | +81.6% | +282.7% | -201.1% | +2.1% |
| 5Y | +59.3% | +424.2% | -365.0% | -21.3% |
| All | +217.7% | +608.2% | -390.5% | +28.3% |
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