+267.4%
RTX vs FLEX
+608.2%
-340.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.0% |
| 7D | +4.8% | +7.5% | -2.7% | +2.9% |
| 30D | +6.5% | -25.3% | +31.8% | +12.3% |
| 3M | -9.6% | -39.7% | +30.0% | -0.5% |
| 6M | +12.3% | -47.9% | +60.2% | +25.4% |
| YTD | +9.5% | +24.1% | -14.6% | -6.8% |
| 1Y | +15.8% | +26.0% | -10.1% | -2.2% |
| 3Y | +157.0% | +282.7% | -125.7% | +44.6% |
| 5Y | +148.8% | +424.2% | -275.4% | +21.1% |
| All | +267.4% | +608.2% | -340.8% | +36.5% |
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