+19.6%
FLEX vs RVTY
+74.8%
-55.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.1% |
| 7D | -13.6% | -2.7% | -11.0% | -12.0% |
| 30D | -36.5% | +3.2% | -39.7% | -36.7% |
| 3M | -36.4% | +37.2% | -73.6% | -44.4% |
| 6M | -46.5% | +57.7% | -104.2% | -57.0% |
| YTD | +25.9% | +64.8% | -38.9% | -4.1% |
| 1Y | +19.6% | +72.8% | -53.3% | -6.6% |
| All | +19.6% | +74.8% | -55.2% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling