+1,115.5%
FLEX vs RSG
+428.9%
+686.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.4% | +6.9% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | -7.0% | +4.0% | -11.0% | -8.7% |
| 3M | -23.8% | +7.4% | -31.2% | -27.1% |
| 6M | +82.6% | +0.1% | +82.5% | +79.1% |
| YTD | +91.6% | +6.0% | +85.6% | +81.2% |
| 1Y | +100.6% | -3.0% | +103.5% | +98.5% |
| 3Y | +479.8% | +56.5% | +423.3% | +307.1% |
| 5Y | +746.5% | +90.9% | +655.6% | +402.4% |
| All | +1,115.5% | +428.9% | +686.6% | +320.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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