+256.8%
FLEX vs ROIV
+314.9%
-58.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.2% | -1.6% | +2.4% |
| 7D | -19.3% | +5.3% | -24.7% | -20.8% |
| 30D | -41.5% | +11.9% | -53.4% | -43.9% |
| 3M | -43.1% | +10.7% | -53.8% | -45.7% |
| 6M | -48.2% | +34.9% | -83.1% | -53.9% |
| YTD | +15.5% | +79.2% | -63.7% | -7.4% |
| 1Y | +10.2% | +89.0% | -78.8% | -13.6% |
| 3Y | +256.8% | +337.3% | -80.5% | +105.8% |
| All | +256.8% | +314.9% | -58.1% | +105.8% |
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