+227.3%
XLI vs FLEX
+637.8%
-410.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +4.3% | +17.1% | -12.8% | 0.0% |
| 30D | +0.5% | -29.5% | +30.0% | +8.4% |
| 3M | -8.6% | -37.3% | +28.7% | +1.1% |
| 6M | -2.3% | -44.1% | +41.8% | +9.6% |
| YTD | +10.1% | +29.3% | -19.2% | -5.6% |
| 1Y | +11.0% | +24.2% | -13.2% | -4.1% |
| 3Y | +72.3% | +297.3% | -225.1% | +0.4% |
| 5Y | +70.8% | +446.2% | -375.3% | -12.0% |
| All | +227.3% | +637.8% | -410.5% | +36.8% |
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