+484.1%
FLEX vs ROIV
+433.0%
+51.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.6% | +7.4% | +11.3% |
| 7D | -7.2% | +13.3% | -20.5% | -9.0% |
| 30D | -34.8% | +14.8% | -49.5% | -36.2% |
| 3M | -35.6% | +11.9% | -47.5% | -37.0% |
| 6M | -45.0% | +42.4% | -87.4% | -48.2% |
| YTD | +29.4% | +87.4% | -58.0% | +17.0% |
| 1Y | +24.8% | +97.2% | -72.4% | +11.9% |
| 3Y | +304.4% | +375.7% | -71.3% | +222.7% |
| 5Y | +484.1% | +379.0% | +105.0% | +306.0% |
| All | +484.1% | +433.0% | +51.0% | +306.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling