+799.1%
FLEX vs RUN
-33.3%
+832.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -10.6% | +7.9% | -1.0% |
| 7D | -13.6% | +0.3% | -14.0% | -14.2% |
| 30D | -36.5% | +14.0% | -50.5% | -38.3% |
| 3M | -36.4% | -11.8% | -24.7% | -35.8% |
| 6M | -46.5% | -40.4% | -6.1% | -42.7% |
| YTD | +25.9% | -52.7% | +78.6% | +35.9% |
| 1Y | +19.6% | -52.5% | +72.1% | +28.6% |
| 3Y | +287.0% | -7.7% | +294.7% | +207.9% |
| 5Y | +466.6% | -83.9% | +550.5% | +467.4% |
| 10Y | +626.9% | +84.9% | +542.0% | +370.8% |
| All | +799.1% | -33.3% | +832.4% | +492.2% |
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