+663.2%
FLEX vs VFC
-79.1%
+742.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.9% |
| 7D | -0.9% | -1.6% | +0.7% | -0.5% |
| 30D | -10.1% | -11.6% | +1.5% | -7.3% |
| 3M | -31.3% | -18.1% | -13.2% | -28.2% |
| 6M | +71.3% | -27.4% | +98.6% | +84.8% |
| YTD | +81.2% | -24.8% | +106.1% | +93.2% |
| 1Y | +98.5% | -8.2% | +106.7% | +99.4% |
| 3Y | +428.2% | -29.1% | +457.4% | +429.3% |
| All | +663.2% | -79.1% | +742.3% | +1,134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling