+20.7%
XLK vs FLEX
+23.4%
-2.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.3% | +12.3% | +2.9% |
| 7D | -7.6% | -17.0% | +9.4% | -3.6% |
| 30D | -12.2% | -33.8% | +21.7% | -3.6% |
| 3M | -5.5% | -39.0% | +33.6% | +5.4% |
| 6M | +9.2% | -15.9% | +25.1% | +12.4% |
| YTD | +23.0% | +27.8% | -4.8% | +10.2% |
| 1Y | +20.7% | +25.0% | -4.3% | +8.4% |
| All | +20.7% | +23.4% | -2.7% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling