+135.9%
XLU vs FLEX
+1,128.1%
-992.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.2% | -7.5% | -1.1% |
| 7D | -1.6% | +5.7% | -7.3% | -2.2% |
| 30D | -3.3% | -7.0% | +3.7% | -2.7% |
| 3M | -3.2% | -23.8% | +20.7% | -0.9% |
| 6M | -7.0% | +82.6% | -89.6% | -15.9% |
| YTD | +0.6% | +91.6% | -91.0% | -9.9% |
| 1Y | +2.4% | +100.6% | -98.1% | -9.2% |
| 3Y | +46.3% | +479.8% | -433.5% | +9.0% |
| 5Y | +44.0% | +746.5% | -702.5% | 0.0% |
| All | +135.9% | +1,128.1% | -992.3% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling