+626.9%
FLEX vs RVTY
+212.9%
+414.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.1% |
| 7D | -13.6% | -2.7% | -11.0% | -11.8% |
| 30D | -36.5% | +3.2% | -39.7% | -37.0% |
| 3M | -36.4% | +37.2% | -73.6% | -46.0% |
| 6M | -46.5% | +57.7% | -104.2% | -58.2% |
| YTD | +25.9% | +64.8% | -38.9% | -4.5% |
| 1Y | +19.6% | +72.8% | -53.3% | -11.8% |
| 3Y | +287.0% | +89.8% | +197.2% | +157.0% |
| 5Y | +466.6% | -8.4% | +475.1% | +449.8% |
| 10Y | +626.9% | +219.5% | +407.5% | +226.8% |
| All | +626.9% | +212.9% | +414.0% | +226.8% |
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