+1,005.1%
FLEX vs VFC
-68.0%
+1,073.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.7% |
| 7D | -0.9% | -1.6% | +0.7% | -0.4% |
| 30D | -10.1% | -11.6% | +1.5% | -6.5% |
| 3M | -31.3% | -18.1% | -13.2% | -27.3% |
| 6M | +71.3% | -27.4% | +98.6% | +88.8% |
| YTD | +81.2% | -24.8% | +106.1% | +96.4% |
| 1Y | +98.5% | -8.2% | +106.7% | +98.3% |
| 3Y | +428.2% | -29.1% | +457.4% | +405.0% |
| 5Y | +657.3% | -79.2% | +736.4% | +1,170.4% |
| All | +1,005.1% | -68.0% | +1,073.1% | +1,506.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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