+21.3%
XLP vs FLEX
+24.4%
-3.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.7% |
| 7D | -0.5% | +2.2% | -2.8% | -0.3% |
| 30D | +8.3% | -32.6% | +41.0% | +6.5% |
| 3M | +8.7% | -35.5% | +44.2% | +6.7% |
| 6M | +11.2% | -45.6% | +56.7% | +8.8% |
| YTD | +20.0% | +30.7% | -10.7% | +18.1% |
| 1Y | +21.3% | +28.4% | -7.0% | +19.4% |
| All | +21.3% | +24.4% | -3.1% | +19.4% |
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