+726.2%
FLEX vs ROST
+110.7%
+615.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.6% |
| 7D | +7.0% | 0.0% | +6.9% | +6.9% |
| 30D | -5.8% | -10.2% | +4.4% | -1.5% |
| 3M | -24.2% | +1.0% | -25.2% | -25.5% |
| 6M | +90.8% | +8.7% | +82.1% | +80.9% |
| YTD | +89.2% | +27.8% | +61.4% | +66.0% |
| 1Y | +104.7% | +52.7% | +52.0% | +64.9% |
| 3Y | +478.1% | +97.5% | +380.6% | +308.3% |
| 5Y | +726.2% | +111.6% | +614.6% | +441.8% |
| All | +726.2% | +110.7% | +615.5% | +441.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling