+1,060.6%
FLEX vs RGEN
+406.9%
+653.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +7.0% | -0.9% | +7.8% | +7.2% |
| 30D | -5.8% | +2.8% | -8.6% | -6.6% |
| 3M | -24.2% | +34.5% | -58.7% | -30.6% |
| 6M | +90.8% | +40.5% | +50.3% | +71.3% |
| YTD | +89.2% | +2.8% | +86.3% | +84.4% |
| 1Y | +104.7% | +39.6% | +65.1% | +83.2% |
| 3Y | +478.1% | +4.4% | +473.7% | +433.9% |
| 5Y | +726.2% | -42.8% | +768.9% | +733.9% |
| 10Y | +1,060.6% | +406.7% | +653.9% | +604.2% |
| All | +1,060.6% | +406.9% | +653.7% | +604.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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