+442.4%
FLEX vs VFC
-28.0%
+470.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.0% |
| 7D | -0.9% | -1.6% | +0.7% | -0.5% |
| 30D | -10.1% | -11.6% | +1.5% | -7.7% |
| 3M | -31.3% | -18.1% | -13.2% | -28.5% |
| 6M | +71.3% | -27.4% | +98.6% | +83.0% |
| YTD | +81.2% | -24.8% | +106.1% | +91.8% |
| 1Y | +98.5% | -8.2% | +106.7% | +100.1% |
| All | +442.4% | -28.0% | +470.5% | +442.4% |
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 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