+148.7%
XLK vs FLEX
+737.7%
-589.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.2% | -5.9% | -1.2% |
| 7D | +0.2% | +5.7% | -5.5% | -1.9% |
| 30D | -0.6% | -7.0% | +6.4% | +1.6% |
| 3M | +2.6% | -23.8% | +26.4% | +11.2% |
| 6M | +34.0% | +82.6% | -48.7% | -0.1% |
| YTD | +30.7% | +91.6% | -61.0% | -5.3% |
| 1Y | +39.2% | +100.6% | -61.4% | -2.1% |
| 3Y | +120.4% | +479.8% | -359.4% | -7.9% |
| All | +148.7% | +737.7% | -589.0% | -18.3% |
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