+282.7%
FLEX vs VFC
+50.0%
+232.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.3% | -4.8% |
| 7D | +7.5% | +1.6% | +5.8% | +7.0% |
| 30D | -25.3% | +25.5% | -50.8% | -29.6% |
| 3M | -39.7% | +41.3% | -81.0% | -45.0% |
| 6M | -47.9% | +22.2% | -70.1% | -51.0% |
| YTD | +24.1% | +16.4% | +7.7% | +17.7% |
| 1Y | +26.0% | +38.4% | -12.5% | +14.4% |
| 3Y | +282.7% | +56.2% | +226.5% | +230.6% |
| All | +282.7% | +50.0% | +232.7% | +230.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling