+139.5%
XLP vs FLEX
+608.2%
-468.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +1.7% |
| 7D | +2.5% | +7.5% | -4.9% | +2.0% |
| 30D | +7.3% | -25.3% | +32.6% | +9.1% |
| 3M | +8.1% | -39.7% | +47.8% | +11.4% |
| 6M | +10.5% | -47.9% | +58.3% | +14.4% |
| YTD | +21.2% | +24.1% | -2.9% | +13.4% |
| 1Y | +22.7% | +26.0% | -3.2% | +14.5% |
| 3Y | +44.8% | +282.7% | -237.9% | +14.0% |
| 5Y | +44.7% | +424.2% | -379.5% | +7.2% |
| All | +139.5% | +608.2% | -468.7% | +57.5% |
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