+726.2%
FLEX vs RVMD
+570.7%
+155.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.6% |
| 7D | +7.0% | -1.2% | +8.2% | +7.2% |
| 30D | -5.8% | +1.1% | -6.9% | -6.0% |
| 3M | -24.2% | +39.6% | -63.8% | -27.9% |
| 6M | +90.8% | +110.7% | -19.9% | +68.4% |
| YTD | +89.2% | +160.3% | -71.1% | +59.8% |
| 1Y | +104.7% | +404.9% | -300.2% | +54.6% |
| 3Y | +478.1% | +545.5% | -67.4% | +307.8% |
| 5Y | +726.2% | +584.7% | +141.5% | +445.0% |
| All | +726.2% | +570.7% | +155.5% | +445.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling