+5,008.9%
FLEX vs VMC
+2,716.3%
+2,292.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.5% | +5.1% |
| 7D | -19.3% | +0.5% | -19.8% | -19.8% |
| 30D | -41.5% | +15.8% | -57.3% | -46.5% |
| 3M | -43.1% | +0.6% | -43.7% | -43.8% |
| 6M | -48.2% | -4.0% | -44.2% | -48.1% |
| YTD | +15.5% | -0.3% | +15.8% | +12.9% |
| 1Y | +10.2% | -0.5% | +10.7% | +8.1% |
| 3Y | +256.8% | +39.6% | +217.3% | +188.0% |
| 5Y | +408.2% | +50.1% | +358.2% | +289.1% |
| 10Y | +580.9% | +163.9% | +416.9% | +264.4% |
| All | +5,008.9% | +2,716.3% | +2,292.6% | +766.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling