+652.8%
FLEX vs RUN
+77.1%
+575.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +3.1% |
| 7D | +2.2% | +3.2% | -0.9% | +1.1% |
| 30D | -32.6% | +19.5% | -52.1% | -35.3% |
| 3M | -35.5% | -9.6% | -25.9% | -35.0% |
| 6M | -45.6% | -37.3% | -8.2% | -41.8% |
| YTD | +30.7% | -50.7% | +81.4% | +41.0% |
| 1Y | +28.4% | -54.1% | +82.4% | +39.9% |
| 3Y | +301.7% | -3.9% | +305.6% | +204.6% |
| 5Y | +473.3% | -84.4% | +557.7% | +486.8% |
| All | +652.8% | +77.1% | +575.7% | +282.3% |
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