+104.7%
FLEX vs VFC
-11.5%
+116.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.2% | +5.0% |
| 7D | +7.0% | +0.8% | +6.1% | +6.6% |
| 30D | -5.8% | -11.9% | +6.1% | -1.9% |
| 3M | -24.2% | -20.2% | -4.1% | -19.1% |
| 6M | +90.8% | -23.0% | +113.8% | +106.4% |
| YTD | +89.2% | -26.2% | +115.4% | +106.0% |
| 1Y | +104.7% | -13.3% | +118.0% | +108.0% |
| All | +104.7% | -11.5% | +116.2% | +108.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling