+560.9%
FLEX vs VMC
+140.1%
+420.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.5% | +5.2% |
| 7D | -19.3% | +0.5% | -19.8% | -19.8% |
| 30D | -41.5% | +15.8% | -57.3% | -47.0% |
| 3M | -43.1% | +0.6% | -43.7% | -43.9% |
| 6M | -48.2% | -4.0% | -44.2% | -48.1% |
| YTD | +15.5% | -0.3% | +15.8% | +12.4% |
| 1Y | +10.2% | -0.5% | +10.7% | +7.5% |
| 3Y | +256.8% | +39.6% | +217.3% | +177.9% |
| 5Y | +408.2% | +50.1% | +358.2% | +269.4% |
| All | +560.9% | +140.1% | +420.8% | +210.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling