+42.7%
XLP vs FLEX
+389.8%
-347.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.6% | +12.9% | -0.7% |
| 7D | +3.5% | -28.3% | +31.8% | +3.7% |
| 30D | +11.6% | -45.0% | +56.6% | +12.3% |
| 3M | +7.6% | -45.2% | +52.9% | +8.3% |
| 6M | +10.0% | -30.8% | +40.8% | +8.5% |
| YTD | +19.7% | +10.4% | +9.3% | +14.4% |
| 1Y | +23.5% | +2.3% | +21.2% | +18.5% |
| 3Y | +44.0% | +238.9% | -194.9% | +18.1% |
| 5Y | +42.7% | +386.0% | -343.3% | +7.6% |
| All | +42.7% | +389.8% | -347.1% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling