+1,075.5%
XLI vs FLEX
+912.4%
+163.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.5% |
| 7D | +3.8% | +7.5% | -3.7% | +2.0% |
| 30D | +1.0% | -25.3% | +26.3% | +6.5% |
| 3M | -8.9% | -39.7% | +30.8% | +0.1% |
| 6M | -2.3% | -47.9% | +45.6% | +9.4% |
| YTD | +9.7% | +24.1% | -14.4% | -1.1% |
| 1Y | +12.3% | +26.0% | -13.6% | +0.7% |
| 3Y | +71.5% | +282.7% | -211.2% | +16.9% |
| 5Y | +70.2% | +424.2% | -354.0% | +6.7% |
| 10Y | +227.5% | +613.8% | -386.3% | +78.6% |
| All | +1,075.5% | +912.4% | +163.1% | +388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling