+73.6%
XLF vs FLEX
+465.7%
-392.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -1.0% | +6.4% | -7.4% | -1.6% |
| 30D | -1.3% | -5.9% | +4.6% | -0.9% |
| 3M | +9.1% | -23.5% | +32.6% | +11.2% |
| 6M | +14.4% | +83.7% | -69.4% | +1.4% |
| YTD | +5.1% | +86.5% | -81.4% | -7.6% |
| 1Y | +8.6% | +100.5% | -91.9% | -6.4% |
| All | +73.6% | +465.7% | -392.1% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling