+663.2%
FLEX vs RVTY
-30.5%
+693.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.9% | +1.1% | -2.0% | -1.4% |
| 30D | -10.1% | +13.2% | -23.4% | -14.9% |
| 3M | -31.3% | +27.2% | -58.6% | -38.5% |
| 6M | +71.3% | +32.4% | +38.9% | +50.6% |
| YTD | +81.2% | +34.9% | +46.4% | +57.0% |
| 1Y | +98.5% | +52.4% | +46.1% | +63.0% |
| 3Y | +428.2% | +12.3% | +416.0% | +377.4% |
| All | +663.2% | -30.5% | +693.8% | +713.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling