+640.4%
FLEX vs RUN
+133.0%
+507.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.4% | +14.4% | +12.4% |
| 7D | -7.2% | +18.1% | -25.2% | -10.3% |
| 30D | -34.8% | +27.5% | -62.3% | -38.0% |
| 3M | -35.6% | -4.5% | -31.1% | -35.7% |
| 6M | -45.0% | -33.3% | -11.7% | -41.8% |
| YTD | +29.4% | -47.1% | +76.4% | +38.0% |
| 1Y | +24.8% | -43.1% | +67.9% | +31.0% |
| 3Y | +304.4% | -3.0% | +307.4% | +207.3% |
| 5Y | +484.1% | -82.6% | +566.7% | +484.7% |
| 10Y | +640.4% | +103.3% | +537.1% | +270.8% |
| All | +640.4% | +133.0% | +507.4% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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