+1,475.9%
XLK vs FLEX
+1,463.3%
+12.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.2% | -5.9% | -1.0% |
| 7D | +0.2% | +5.7% | -5.5% | -1.7% |
| 30D | -0.6% | -7.0% | +6.4% | +1.4% |
| 3M | +2.6% | -23.8% | +26.4% | +10.4% |
| 6M | +34.0% | +82.6% | -48.7% | +5.6% |
| YTD | +30.7% | +91.6% | -61.0% | +0.9% |
| 1Y | +39.2% | +100.6% | -61.4% | +5.3% |
| 3Y | +120.4% | +479.8% | -359.4% | +15.3% |
| 5Y | +148.8% | +746.5% | -597.7% | +14.1% |
| 10Y | +803.3% | +1,119.4% | -316.1% | +230.7% |
| All | +1,475.9% | +1,463.3% | +12.6% | +259.3% |
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 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