+424.8%
FLEX vs RVTY
-15.1%
+439.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.3% |
| 7D | +7.5% | -0.5% | +7.9% | +7.8% |
| 30D | -25.3% | +1.5% | -26.8% | -25.1% |
| 3M | -39.7% | +31.5% | -71.1% | -46.1% |
| 6M | -47.9% | +62.7% | -110.5% | -57.8% |
| YTD | +24.1% | +60.0% | -35.9% | +0.4% |
| 1Y | +26.0% | +65.7% | -39.8% | +0.3% |
| 3Y | +282.7% | +85.2% | +197.5% | +181.3% |
| All | +424.8% | -15.1% | +439.9% | +411.0% |
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