+640.4%
FLEX vs RGEN
+508.6%
+131.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.1% | +8.9% | +11.2% |
| 7D | -7.2% | +3.5% | -10.6% | -7.7% |
| 30D | -34.8% | +2.9% | -37.7% | -35.0% |
| 3M | -35.6% | +9.2% | -44.8% | -37.2% |
| 6M | -45.0% | +44.9% | -90.0% | -50.8% |
| YTD | +29.4% | +9.2% | +20.2% | +24.1% |
| 1Y | +24.8% | +25.3% | -0.5% | +15.3% |
| 3Y | +304.4% | +21.7% | +282.7% | +261.6% |
| 5Y | +484.1% | -34.5% | +518.6% | +472.9% |
| 10Y | +640.4% | +478.9% | +161.5% | +322.4% |
| All | +640.4% | +508.6% | +131.8% | +322.4% |
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