+128.8%
XLP vs FLEX
+659.4%
-530.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.0% | -11.1% | +0.1% |
| 7D | +0.1% | -7.2% | +7.2% | +0.3% |
| 30D | +8.9% | -34.8% | +43.7% | +11.9% |
| 3M | +7.5% | -35.6% | +43.1% | +10.3% |
| 6M | +9.4% | -45.0% | +54.5% | +12.9% |
| YTD | +19.3% | +29.4% | -10.1% | +11.3% |
| 1Y | +21.7% | +24.8% | -3.1% | +13.9% |
| 3Y | +44.0% | +304.4% | -260.4% | +12.8% |
| 5Y | +42.8% | +484.1% | -441.3% | +4.5% |
| 10Y | +128.8% | +640.4% | -511.6% | +48.0% |
| All | +128.8% | +659.4% | -530.6% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling