+44.4%
XLU vs FLEX
+684.1%
-639.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | -0.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -2.5% | -11.8% | +9.2% | -1.7% |
| 3M | -2.7% | -22.6% | +19.8% | -1.4% |
| 6M | -7.5% | +77.3% | -84.8% | -14.7% |
| YTD | +0.9% | +78.8% | -77.8% | -7.3% |
| 1Y | +3.3% | +86.1% | -82.8% | -5.9% |
| 3Y | +47.3% | +446.2% | -398.9% | +13.2% |
| 5Y | +44.4% | +689.7% | -645.3% | +2.1% |
| All | +44.4% | +684.1% | -639.7% | +2.1% |
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