+282.7%
FLEX vs VMC
+35.0%
+247.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -3.7% |
| 7D | +7.5% | -1.3% | +8.7% | +8.3% |
| 30D | -25.3% | +15.5% | -40.7% | -31.2% |
| 3M | -39.7% | +0.6% | -40.3% | -40.1% |
| 6M | -47.9% | +2.1% | -49.9% | -49.5% |
| YTD | +24.1% | -1.6% | +25.7% | +21.3% |
| 1Y | +26.0% | -1.2% | +27.1% | +23.0% |
| 3Y | +282.7% | +35.3% | +247.4% | +208.3% |
| All | +282.7% | +35.0% | +247.7% | +208.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling