+644.7%
FLEX vs RRX
+207.5%
+437.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.3% |
| 7D | +17.1% | +12.6% | +4.4% | +8.7% |
| 30D | -29.5% | +10.6% | -40.1% | -33.1% |
| 3M | -37.3% | +4.6% | -41.9% | -38.1% |
| 6M | -44.1% | -13.6% | -30.5% | -38.1% |
| YTD | +29.3% | +29.4% | -0.1% | +9.9% |
| 1Y | +24.2% | +31.9% | -7.8% | +4.1% |
| 3Y | +297.3% | +68.3% | +229.1% | +167.2% |
| 5Y | +446.2% | +13.2% | +433.0% | +351.7% |
| All | +644.7% | +207.5% | +437.2% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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