+560.9%
FLEX vs ROST
+313.9%
+247.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.3% | +5.5% |
| 7D | -19.3% | +1.2% | -20.5% | -20.1% |
| 30D | -41.5% | +2.5% | -44.0% | -42.8% |
| 3M | -43.1% | -9.0% | -34.2% | -41.0% |
| 6M | -48.2% | +1.3% | -49.6% | -50.0% |
| YTD | +15.5% | +29.1% | -13.6% | -2.1% |
| 1Y | +10.2% | +45.4% | -35.2% | -12.6% |
| 3Y | +256.8% | +94.9% | +162.0% | +137.1% |
| 5Y | +408.2% | +104.0% | +304.2% | +216.2% |
| All | +560.9% | +313.9% | +247.0% | +224.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling