+896.5%
XLV vs FLEX
+1,421.4%
-524.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -3.7% | +6.4% | -10.0% | -4.5% |
| 30D | -1.1% | -5.9% | +4.8% | -0.5% |
| 3M | +8.2% | -23.5% | +31.7% | +11.0% |
| 6M | +8.9% | +83.7% | -74.8% | -3.1% |
| YTD | +8.5% | +86.5% | -78.0% | -4.0% |
| 1Y | +22.3% | +100.5% | -78.2% | +6.5% |
| 3Y | +32.6% | +469.8% | -437.2% | -3.2% |
| 5Y | +34.4% | +725.7% | -691.3% | -8.4% |
| 10Y | +175.4% | +1,086.7% | -911.3% | +67.9% |
| All | +896.5% | +1,421.4% | -524.9% | +363.2% |
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