+726.2%
FLEX vs RUN
-80.3%
+806.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.7% | +3.9% |
| 7D | +7.0% | +10.2% | -3.2% | +5.6% |
| 30D | -5.8% | -9.6% | +3.8% | -4.7% |
| 3M | -24.2% | -31.5% | +7.3% | -20.7% |
| 6M | +90.8% | -18.7% | +109.5% | +94.8% |
| YTD | +89.2% | -49.9% | +139.1% | +101.0% |
| 1Y | +104.7% | -45.5% | +150.2% | +113.8% |
| 3Y | +478.1% | -34.1% | +512.2% | +406.8% |
| 5Y | +726.2% | -79.4% | +805.6% | +693.9% |
| All | +726.2% | -80.3% | +806.5% | +693.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling