+261.8%
XOM vs FLEX
+717.1%
-455.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | 0.0% | +6.4% | -6.3% | -0.3% |
| 30D | +3.4% | -5.9% | +9.3% | +3.7% |
| 3M | +11.0% | -23.5% | +34.5% | +12.3% |
| 6M | +10.6% | +83.7% | -73.1% | +0.5% |
| YTD | +39.2% | +86.5% | -47.3% | +25.7% |
| 1Y | +52.7% | +100.5% | -47.8% | +35.4% |
| 3Y | +56.8% | +469.8% | -413.1% | +10.0% |
| 5Y | +261.8% | +725.7% | -463.9% | +129.2% |
| All | +261.8% | +717.1% | -455.3% | +129.2% |
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 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