+7,917.6%
FLEX vs VMC
+2,516.1%
+5,401.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | -0.9% | -4.3% | +3.4% | +1.5% |
| 30D | -10.1% | -8.2% | -1.9% | -6.0% |
| 3M | -31.3% | -7.0% | -24.3% | -29.4% |
| 6M | +71.3% | -10.8% | +82.0% | +80.7% |
| YTD | +81.2% | -7.4% | +88.6% | +86.1% |
| 1Y | +98.5% | -9.5% | +108.0% | +106.1% |
| 3Y | +428.2% | +20.5% | +407.8% | +363.4% |
| 5Y | +657.3% | +51.6% | +605.7% | +480.0% |
| 10Y | +995.9% | +150.0% | +845.9% | +507.1% |
| All | +7,917.6% | +2,516.1% | +5,401.5% | +1,327.8% |
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