+5,623.1%
FLEX vs RVTY
+2,590.9%
+3,032.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.6% | +8.4% | +10.2% |
| 7D | -7.2% | +6.0% | -13.2% | -9.3% |
| 30D | -34.8% | +4.3% | -39.1% | -35.6% |
| 3M | -35.6% | +40.2% | -75.8% | -45.7% |
| 6M | -45.0% | +59.3% | -104.3% | -56.9% |
| YTD | +29.4% | +66.5% | -37.2% | -1.4% |
| 1Y | +24.8% | +77.5% | -52.7% | -8.1% |
| 3Y | +304.4% | +92.5% | +211.9% | +174.5% |
| 5Y | +484.1% | -6.8% | +490.9% | +449.5% |
| 10Y | +640.4% | +225.4% | +415.0% | +265.2% |
| All | +5,623.1% | +2,590.9% | +3,032.3% | +1,272.9% |
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