+442.4%
FLEX vs ROIV
+200.3%
+242.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | -10.1% | +1.0% | -11.1% | -10.5% |
| 3M | -31.3% | +18.3% | -49.6% | -34.1% |
| 6M | +71.3% | +18.3% | +52.9% | +63.7% |
| YTD | +81.2% | +61.0% | +20.3% | +60.8% |
| 1Y | +98.5% | +177.9% | -79.4% | +55.2% |
| All | +442.4% | +200.3% | +242.1% | +300.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling