+726.2%
FLEX vs RMBS
+260.2%
+466.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.6% |
| 7D | +7.0% | +3.0% | +4.0% | +5.6% |
| 30D | -5.8% | -14.4% | +8.6% | +1.0% |
| 3M | -24.2% | -42.8% | +18.6% | -3.4% |
| 6M | +90.8% | -1.4% | +92.2% | +91.3% |
| YTD | +89.2% | -5.4% | +94.6% | +88.2% |
| 1Y | +104.7% | +18.6% | +86.1% | +82.3% |
| 3Y | +478.1% | +57.3% | +420.8% | +320.4% |
| 5Y | +726.2% | +265.7% | +460.5% | +265.1% |
| All | +726.2% | +260.2% | +466.0% | +265.1% |
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