+25.0%
FLEX vs VMC
+3.7%
+21.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.6% | -16.9% | -13.6% |
| 7D | -17.0% | +12.3% | -29.3% | -20.5% |
| 30D | -33.8% | +21.2% | -55.1% | -38.7% |
| 3M | -39.0% | +4.6% | -43.7% | -39.8% |
| 6M | -15.9% | +3.9% | -19.8% | -17.8% |
| YTD | +27.8% | +5.0% | +22.9% | +17.1% |
| 1Y | +25.0% | +2.6% | +22.3% | +17.0% |
| All | +25.0% | +3.7% | +21.3% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling