+7,917.6%
FLEX vs VFC
+436.5%
+7,481.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.5% |
| 7D | -0.9% | -1.6% | +0.7% | -0.2% |
| 30D | -10.1% | -11.6% | +1.5% | -5.5% |
| 3M | -31.3% | -18.1% | -13.2% | -26.3% |
| 6M | +71.3% | -27.4% | +98.6% | +93.3% |
| YTD | +81.2% | -24.8% | +106.1% | +100.0% |
| 1Y | +98.5% | -8.2% | +106.7% | +97.0% |
| 3Y | +428.2% | -29.1% | +457.4% | +381.2% |
| 5Y | +657.3% | -79.2% | +736.4% | +1,114.5% |
| 10Y | +995.9% | -68.1% | +1,064.0% | +1,207.0% |
| All | +7,917.6% | +436.5% | +7,481.2% | +2,596.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling