+136.2%
XLP vs FLEX
+637.8%
-501.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.4% |
| 7D | -0.2% | +17.1% | -17.3% | -1.3% |
| 30D | +8.2% | -29.5% | +37.7% | +10.4% |
| 3M | +7.7% | -37.3% | +45.0% | +10.8% |
| 6M | +9.3% | -44.1% | +53.4% | +12.6% |
| YTD | +19.5% | +29.3% | -9.8% | +11.5% |
| 1Y | +21.0% | +24.2% | -3.2% | +13.3% |
| 3Y | +43.2% | +297.3% | -254.1% | +12.5% |
| 5Y | +42.7% | +446.2% | -403.5% | +5.5% |
| All | +136.2% | +637.8% | -501.7% | +54.9% |
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