+41.9%
XLP vs FLEX
+254.4%
-212.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.6% | -5.9% | -1.1% |
| 7D | +0.7% | -19.3% | +20.0% | 0.0% |
| 30D | +10.3% | -41.5% | +51.8% | +8.6% |
| 3M | +6.5% | -43.1% | +49.6% | +4.9% |
| 6M | +8.4% | -48.2% | +56.6% | +6.6% |
| YTD | +18.2% | +15.5% | +2.7% | +16.1% |
| 1Y | +22.4% | +10.2% | +12.2% | +20.2% |
| 3Y | +41.9% | +256.8% | -214.9% | +35.8% |
| All | +41.9% | +254.4% | -212.5% | +35.8% |
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