+1,194.0%
FLEX vs RUN
-31.9%
+1,226.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -0.9% | +1.3% | -2.1% | -1.1% |
| 30D | -10.1% | -15.3% | +5.1% | -8.1% |
| 3M | -31.3% | -40.0% | +8.7% | -25.9% |
| 6M | +71.3% | -27.0% | +98.2% | +78.4% |
| YTD | +81.2% | -51.7% | +132.9% | +96.6% |
| 1Y | +98.5% | -45.9% | +144.4% | +109.2% |
| 3Y | +428.2% | -43.8% | +472.0% | +361.4% |
| 5Y | +657.3% | -80.5% | +737.7% | +631.9% |
| 10Y | +995.9% | +45.3% | +950.7% | +619.4% |
| All | +1,194.0% | -31.9% | +1,226.0% | +756.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling