+5,008.5%
FLEX vs VFC
+717.4%
+4,291.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.4% | +4.5% |
| 7D | -19.3% | +11.2% | -30.5% | -23.1% |
| 30D | -41.5% | +41.5% | -83.0% | -50.0% |
| 3M | -43.1% | +38.9% | -82.0% | -51.0% |
| 6M | -48.2% | +6.1% | -54.4% | -50.8% |
| YTD | +15.5% | +14.5% | +0.9% | +5.7% |
| 1Y | +10.2% | +46.0% | -35.7% | -9.8% |
| 3Y | +256.8% | +36.4% | +220.4% | +149.3% |
| 5Y | +408.2% | -67.5% | +475.7% | +572.0% |
| 10Y | +580.8% | -45.8% | +626.7% | +538.2% |
| All | +5,008.5% | +717.4% | +4,291.1% | +1,325.6% |
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 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