+59.1%
XLF vs FLEX
+473.3%
-414.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | 0.0% |
| 7D | -1.0% | +2.2% | -3.2% | -1.5% |
| 30D | +6.5% | -32.6% | +39.1% | +12.2% |
| 3M | +1.8% | -35.5% | +37.3% | +7.6% |
| 6M | +15.4% | -45.6% | +60.9% | +23.7% |
| YTD | +8.4% | +30.7% | -22.3% | -7.2% |
| 1Y | +11.9% | +28.4% | -16.4% | -4.1% |
| 3Y | +81.1% | +301.7% | -220.5% | +2.2% |
| All | +59.1% | +473.3% | -414.1% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling