+774.9%
FLEX vs ROIV
+232.7%
+542.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | -10.1% | +1.0% | -11.1% | -10.3% |
| 3M | -31.3% | +18.3% | -49.6% | -32.9% |
| 6M | +71.3% | +18.3% | +52.9% | +67.1% |
| YTD | +81.2% | +61.0% | +20.3% | +69.5% |
| 1Y | +98.5% | +177.9% | -79.4% | +72.9% |
| 3Y | +428.2% | +199.1% | +229.2% | +350.2% |
| 5Y | +657.3% | +250.7% | +406.6% | +519.9% |
| All | +774.9% | +232.7% | +542.2% | +641.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling