+478.1%
FLEX vs RSG
+55.3%
+422.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.1% |
| 7D | +7.0% | -0.7% | +7.7% | +6.6% |
| 30D | -5.8% | +3.3% | -9.1% | -4.2% |
| 3M | -24.2% | +8.5% | -32.7% | -21.2% |
| 6M | +90.8% | -3.5% | +94.3% | +98.0% |
| YTD | +89.2% | +5.5% | +83.7% | +96.8% |
| 1Y | +104.7% | -1.7% | +106.4% | +114.7% |
| 3Y | +478.1% | +56.9% | +421.2% | +565.4% |
| All | +478.1% | +55.3% | +422.8% | +565.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling