+250.2%
XLI vs FLEX
+1,045.7%
-795.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -8.2% | -11.8% | +3.6% | -5.4% |
| 3M | +0.8% | -22.6% | +23.3% | +6.1% |
| 6M | +0.8% | +77.3% | -76.5% | -18.4% |
| YTD | +10.5% | +78.8% | -68.2% | -11.3% |
| 1Y | +14.1% | +86.1% | -71.9% | -10.3% |
| 3Y | +68.6% | +446.2% | -377.6% | -8.2% |
| 5Y | +80.4% | +689.7% | -609.3% | -14.5% |
| All | +250.2% | +1,045.7% | -795.6% | +29.6% |
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