+7,917.6%
FLEX vs RVTY
+2,079.2%
+5,838.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -0.9% | +1.1% | -2.0% | -1.5% |
| 30D | -10.1% | +13.2% | -23.4% | -15.8% |
| 3M | -31.3% | +27.2% | -58.6% | -39.7% |
| 6M | +71.3% | +32.4% | +38.9% | +47.5% |
| YTD | +81.2% | +34.9% | +46.4% | +53.3% |
| 1Y | +98.5% | +52.4% | +46.1% | +56.9% |
| 3Y | +428.2% | +12.3% | +416.0% | +363.8% |
| 5Y | +657.3% | -30.8% | +688.1% | +723.8% |
| 10Y | +995.9% | +150.7% | +845.2% | +513.9% |
| All | +7,917.6% | +2,079.2% | +5,838.4% | +2,033.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling