+1,060.6%
FLEX vs RNG
+216.3%
+844.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.7% | +5.1% |
| 7D | +7.0% | -0.8% | +7.8% | +7.0% |
| 30D | -5.8% | +11.4% | -17.2% | -7.7% |
| 3M | -24.2% | +72.1% | -96.3% | -32.1% |
| 6M | +90.8% | +67.9% | +22.9% | +68.8% |
| YTD | +89.2% | +144.3% | -55.2% | +51.6% |
| 1Y | +104.7% | +117.5% | -12.8% | +67.4% |
| 3Y | +478.1% | +123.9% | +354.2% | +350.6% |
| 5Y | +726.2% | -70.1% | +796.3% | +819.5% |
| 10Y | +1,060.6% | +215.9% | +844.7% | +610.4% |
| All | +1,060.6% | +216.3% | +844.3% | +610.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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