+649.7%
XLU vs FLEX
+1,443.4%
-793.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.4% |
| 7D | +2.1% | +7.0% | -4.9% | +1.4% |
| 30D | -0.4% | -5.8% | +5.4% | +0.1% |
| 3M | +0.5% | -24.2% | +24.7% | +2.6% |
| 6M | -5.8% | +90.8% | -96.6% | -13.8% |
| YTD | +3.1% | +89.2% | -86.0% | -5.7% |
| 1Y | +8.1% | +104.7% | -96.6% | -2.3% |
| 3Y | +50.5% | +478.1% | -427.6% | +19.6% |
| 5Y | +44.7% | +726.2% | -681.5% | +9.5% |
| 10Y | +136.8% | +1,060.6% | -923.8% | +65.0% |
| All | +649.7% | +1,443.4% | -793.7% | +332.8% |
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 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