+22.7%
XLP vs FLEX
+20.5%
+2.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +1.2% |
| 7D | +2.5% | +7.5% | -4.9% | +3.0% |
| 30D | +7.3% | -25.3% | +32.6% | +5.9% |
| 3M | +8.1% | -39.7% | +47.8% | +5.7% |
| 6M | +10.5% | -47.9% | +58.3% | +7.8% |
| YTD | +21.2% | +24.1% | -2.9% | +19.0% |
| 1Y | +22.7% | +26.0% | -3.2% | +21.0% |
| All | +22.7% | +20.5% | +2.2% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling