+442.4%
FLEX vs VMC
+21.0%
+421.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | -0.9% | -4.3% | +3.4% | +1.3% |
| 30D | -10.1% | -8.2% | -1.9% | -6.2% |
| 3M | -31.3% | -7.0% | -24.3% | -29.7% |
| 6M | +71.3% | -10.8% | +82.0% | +79.6% |
| YTD | +81.2% | -7.4% | +88.6% | +84.1% |
| 1Y | +98.5% | -9.5% | +108.0% | +103.9% |
| All | +442.4% | +21.0% | +421.4% | +418.5% |
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