+640.3%
FLEX vs RVMD
+584.4%
+55.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.9% | -1.9% |
| 7D | -13.6% | -0.6% | -13.0% | -13.4% |
| 30D | -36.5% | +1.7% | -38.2% | -36.6% |
| 3M | -36.4% | -6.7% | -29.7% | -35.5% |
| 6M | -46.5% | +36.1% | -82.6% | -49.6% |
| YTD | +25.9% | +142.4% | -116.5% | +2.6% |
| 1Y | +19.6% | +207.8% | -188.2% | -7.4% |
| 3Y | +287.0% | +879.5% | -592.5% | +129.1% |
| 5Y | +466.6% | +509.0% | -42.4% | +231.0% |
| All | +640.3% | +584.4% | +55.9% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling