+565.2%
FLEX vs RVTY
+206.3%
+358.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.7% | +3.1% |
| 7D | -19.3% | -1.2% | -18.1% | -18.4% |
| 30D | -41.5% | +1.0% | -42.6% | -41.4% |
| 3M | -43.1% | +35.8% | -78.9% | -51.5% |
| 6M | -48.2% | +56.7% | -104.9% | -59.4% |
| YTD | +15.5% | +60.7% | -45.2% | -11.4% |
| 1Y | +10.2% | +73.7% | -63.5% | -19.0% |
| 3Y | +256.8% | +82.8% | +174.1% | +141.5% |
| 5Y | +408.2% | -7.0% | +415.2% | +385.2% |
| All | +565.2% | +206.3% | +358.9% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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