+484.1%
FLEX vs RMBS
+235.0%
+249.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +8.3% | +3.7% | +8.1% |
| 7D | -7.2% | -3.9% | -3.3% | -4.9% |
| 30D | -34.8% | -24.9% | -9.9% | -25.1% |
| 3M | -35.6% | -20.5% | -15.1% | -28.2% |
| 6M | -45.0% | -37.5% | -7.5% | -32.5% |
| YTD | +29.4% | -12.1% | +41.5% | +33.8% |
| 1Y | +24.8% | -25.0% | +49.8% | +37.1% |
| 3Y | +304.4% | +36.1% | +268.3% | +217.7% |
| 5Y | +484.1% | +236.1% | +247.9% | +166.0% |
| All | +484.1% | +235.0% | +249.1% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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