+668.3%
FLEX vs RVMD
+540.6%
+127.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.4% | +10.2% | +5.1% |
| 7D | +2.2% | -9.5% | +11.8% | +4.5% |
| 30D | -32.6% | -6.8% | -25.8% | -31.6% |
| 3M | -35.5% | -12.1% | -23.4% | -33.8% |
| 6M | -45.6% | +25.4% | -70.9% | -47.9% |
| YTD | +30.7% | +126.9% | -96.2% | +7.8% |
| 1Y | +28.4% | +182.0% | -153.6% | +1.1% |
| 3Y | +301.7% | +816.8% | -515.1% | +140.8% |
| 5Y | +473.3% | +464.0% | +9.3% | +240.2% |
| All | +668.3% | +540.6% | +127.7% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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