+640.4%
FLEX vs RBA
+236.6%
+403.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.4% | +9.6% | +11.1% |
| 7D | -7.2% | +2.5% | -9.7% | -8.1% |
| 30D | -34.8% | +11.6% | -46.3% | -37.7% |
| 3M | -35.6% | +1.5% | -37.1% | -36.5% |
| 6M | -45.0% | -6.6% | -38.4% | -44.5% |
| YTD | +29.4% | -6.3% | +35.6% | +29.4% |
| 1Y | +24.8% | -4.0% | +28.7% | +23.6% |
| 3Y | +304.4% | +47.3% | +257.1% | +229.7% |
| 5Y | +484.1% | +47.7% | +436.4% | +358.9% |
| 10Y | +640.4% | +224.7% | +415.7% | +281.8% |
| All | +640.4% | +236.6% | +403.9% | +281.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling