+416.7%
FLEX vs RGEN
-35.1%
+451.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +3.8% |
| 7D | -19.3% | -1.9% | -17.4% | -18.7% |
| 30D | -41.5% | +3.7% | -45.3% | -41.9% |
| 3M | -43.1% | +8.8% | -51.9% | -44.6% |
| 6M | -48.2% | +38.0% | -86.2% | -53.4% |
| YTD | +15.5% | +5.9% | +9.6% | +11.5% |
| 1Y | +10.2% | +19.7% | -9.5% | +2.7% |
| 3Y | +256.8% | +20.5% | +236.3% | +217.6% |
| All | +416.7% | -35.1% | +451.8% | +364.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling