+507.9%
FLEX vs ROIV
+292.3%
+215.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -3.9% | -2.9% |
| 7D | -13.6% | +14.3% | -27.9% | -15.4% |
| 30D | -36.5% | +16.2% | -52.7% | -38.0% |
| 3M | -36.4% | +15.1% | -51.6% | -38.0% |
| 6M | -46.5% | +44.2% | -90.7% | -49.4% |
| YTD | +25.9% | +89.8% | -63.9% | +14.6% |
| 1Y | +19.6% | +94.6% | -75.0% | +8.3% |
| 3Y | +287.0% | +367.5% | -80.5% | +214.9% |
| 5Y | +466.6% | +421.4% | +45.2% | +312.8% |
| All | +507.9% | +292.3% | +215.6% | +401.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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