+1,086.7%
FLEX vs ROST
+299.2%
+787.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.5% |
| 7D | +6.4% | -2.2% | +8.6% | +7.6% |
| 30D | -5.9% | -11.4% | +5.6% | 0.0% |
| 3M | -23.5% | -1.6% | -21.8% | -23.8% |
| 6M | +83.7% | +6.8% | +76.9% | +74.5% |
| YTD | +86.5% | +25.8% | +60.7% | +61.7% |
| 1Y | +100.5% | +52.4% | +48.1% | +56.1% |
| 3Y | +469.8% | +94.4% | +375.5% | +282.0% |
| 5Y | +725.7% | +108.2% | +617.4% | +410.4% |
| 10Y | +1,086.7% | +308.5% | +778.2% | +473.5% |
| All | +1,086.7% | +299.2% | +787.5% | +473.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ROST 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling