+651.7%
FLEX vs RGEN
+450.6%
+201.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.0% |
| 7D | +2.2% | -3.1% | +5.4% | +3.3% |
| 30D | -32.6% | +0.1% | -32.7% | -32.4% |
| 3M | -35.5% | +4.8% | -40.3% | -36.4% |
| 6M | -45.6% | +48.9% | -94.5% | -51.7% |
| YTD | +30.7% | +5.3% | +25.4% | +26.5% |
| 1Y | +28.4% | +12.5% | +15.9% | +22.1% |
| 3Y | +301.7% | +17.0% | +284.7% | +262.8% |
| 5Y | +473.3% | -35.4% | +508.6% | +464.5% |
| 10Y | +651.7% | +434.6% | +217.2% | +334.6% |
| All | +651.7% | +450.6% | +201.1% | +334.6% |
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