+280.0%
RTX vs FLEX
+1,045.7%
-765.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.3% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -11.2% | -11.8% | +0.6% | -8.8% |
| 3M | +12.0% | -22.6% | +34.6% | +16.8% |
| 6M | -3.6% | +77.3% | -80.9% | -22.4% |
| YTD | +9.2% | +78.8% | -69.6% | -12.9% |
| 1Y | +29.7% | +86.1% | -56.3% | +1.3% |
| 3Y | +152.0% | +446.2% | -294.3% | +32.7% |
| 5Y | +165.8% | +689.7% | -523.9% | +18.9% |
| All | +280.0% | +1,045.7% | -765.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling