+43.7%
XLP vs FLEX
+238.9%
-195.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.6% | +12.9% | -1.3% |
| 7D | +3.5% | -28.3% | +31.8% | +2.3% |
| 30D | +11.6% | -45.0% | +56.6% | +9.7% |
| 3M | +7.6% | -45.2% | +52.9% | +5.9% |
| 6M | +10.0% | -30.8% | +40.8% | +7.9% |
| YTD | +19.7% | +10.4% | +9.3% | +17.4% |
| 1Y | +23.5% | +2.3% | +21.2% | +21.1% |
| All | +43.7% | +238.9% | -195.1% | +37.3% |
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