+28.3%
XLP vs FLEX
+431.9%
-403.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | -1.0% | -0.9% | -0.1% | -1.0% |
| 30D | -0.9% | -10.1% | +9.3% | -1.1% |
| 3M | +3.8% | -31.3% | +35.2% | +3.4% |
| 6M | -1.7% | +71.3% | -73.0% | -2.4% |
| YTD | +10.3% | +81.2% | -71.0% | +9.5% |
| 1Y | +7.8% | +98.5% | -90.7% | +6.9% |
| All | +28.3% | +431.9% | -403.6% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling