+33.6%
XLY vs FLEX
+481.3%
-447.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.3% | -0.3% |
| 7D | -1.7% | +5.7% | -7.4% | -2.6% |
| 30D | -4.2% | -7.0% | +2.8% | -3.3% |
| 3M | -2.7% | -23.8% | +21.1% | +0.9% |
| 6M | -0.6% | +82.6% | -83.3% | -16.5% |
| YTD | -5.0% | +91.6% | -96.6% | -21.7% |
| 1Y | -4.1% | +100.6% | -104.7% | -22.6% |
| 3Y | +33.6% | +479.8% | -446.2% | -16.2% |
| All | +33.6% | +481.3% | -447.7% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling