+433.1%
FLEX vs ROIV
+248.8%
+184.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.2% | -9.4% | -13.0% |
| 7D | -28.3% | -2.4% | -25.9% | -28.1% |
| 30D | -45.0% | +3.1% | -48.1% | -45.3% |
| 3M | -45.2% | +5.8% | -51.1% | -45.9% |
| 6M | -30.8% | +29.3% | -60.1% | -33.5% |
| YTD | +10.4% | +68.8% | -58.3% | +2.2% |
| 1Y | +2.3% | +81.0% | -78.8% | -6.3% |
| 3Y | +238.9% | +294.6% | -55.7% | +181.8% |
| 5Y | +386.0% | +373.1% | +12.9% | +260.1% |
| All | +433.1% | +248.8% | +184.4% | +347.2% |
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 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