+25.0%
FLEX vs VNQ
+14.0%
+11.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.2% | -15.5% | -12.3% |
| 7D | -17.0% | +6.8% | -23.8% | -17.6% |
| 30D | -33.8% | +10.0% | -43.8% | -35.1% |
| 3M | -39.0% | 0.0% | -39.0% | -38.7% |
| 6M | -15.9% | +4.5% | -20.4% | -18.7% |
| YTD | +27.8% | +13.9% | +13.9% | +17.9% |
| 1Y | +25.0% | +14.1% | +10.9% | +14.8% |
| All | +25.0% | +14.0% | +11.0% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 1y: compounded portfolio wealth divided by compounded VNQ 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…
1y analysis · Full analysis span regression · 6 months rolling