+508.9%
XLP vs FLEX
+1,378.6%
-869.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -1.0% | -0.9% | -0.1% | -1.0% |
| 30D | -0.9% | -10.1% | +9.3% | -0.2% |
| 3M | +3.8% | -31.3% | +35.2% | +6.0% |
| 6M | -1.7% | +71.3% | -73.0% | -7.1% |
| YTD | +10.3% | +81.2% | -71.0% | +3.6% |
| 1Y | +7.8% | +98.5% | -90.7% | +0.3% |
| 3Y | +27.2% | +428.2% | -401.0% | +8.0% |
| 5Y | +32.5% | +657.3% | -624.7% | +8.5% |
| 10Y | +101.8% | +995.9% | -894.1% | +55.5% |
| All | +508.9% | +1,378.6% | -869.7% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling