+725.7%
FLEX vs RSG
+90.2%
+635.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +6.4% | 0.0% | +6.4% | +6.4% |
| 30D | -5.9% | +3.7% | -9.5% | -5.8% |
| 3M | -23.5% | +6.2% | -29.6% | -23.7% |
| 6M | +83.7% | -2.8% | +86.5% | +86.8% |
| YTD | +86.5% | +5.9% | +80.6% | +85.1% |
| 1Y | +100.5% | -1.8% | +102.3% | +103.4% |
| 3Y | +469.8% | +57.5% | +412.3% | +366.5% |
| 5Y | +725.7% | +91.1% | +634.6% | +486.9% |
| All | +725.7% | +90.2% | +635.5% | +486.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling