+80.9%
XLI vs FLEX
+717.1%
-636.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | -0.6% | +6.4% | -6.9% | -2.0% |
| 30D | -6.9% | -5.9% | -1.1% | -5.9% |
| 3M | -1.9% | -23.5% | +21.5% | +2.9% |
| 6M | +1.0% | +83.7% | -82.7% | -17.3% |
| YTD | +11.3% | +86.5% | -75.2% | -9.9% |
| 1Y | +15.8% | +100.5% | -84.7% | -9.0% |
| 3Y | +69.8% | +469.8% | -400.0% | -7.2% |
| 5Y | +80.9% | +725.7% | -644.8% | -17.1% |
| All | +80.9% | +717.1% | -636.2% | -17.1% |
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 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