+117.5%
XLK vs FLEX
+442.3%
-324.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -0.5% | -11.8% | +11.3% | +3.1% |
| 3M | +5.0% | -22.6% | +27.6% | +12.0% |
| 6M | +32.9% | +77.3% | -44.5% | +4.7% |
| YTD | +29.0% | +78.8% | -49.8% | +0.6% |
| 1Y | +37.8% | +86.1% | -48.2% | +5.1% |
| All | +117.5% | +442.3% | -324.8% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling