+473.3%
FLEX vs RBA
+47.4%
+425.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.9% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | -32.6% | +9.0% | -41.6% | -34.4% |
| 3M | -35.5% | +7.2% | -42.6% | -37.0% |
| 6M | -45.6% | -7.8% | -37.8% | -44.9% |
| YTD | +30.7% | -6.4% | +37.1% | +31.1% |
| 1Y | +28.4% | -4.2% | +32.5% | +27.8% |
| 3Y | +301.7% | +64.1% | +237.6% | +242.4% |
| 5Y | +473.3% | +48.4% | +424.9% | +427.8% |
| All | +473.3% | +47.4% | +425.9% | +427.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling