+1,115.5%
FLEX vs VNQ
+64.0%
+1,051.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +6.6% |
| 7D | +5.7% | -1.3% | +7.0% | +6.9% |
| 30D | -7.0% | -2.6% | -4.4% | -5.0% |
| 3M | -23.8% | -2.0% | -21.8% | -23.4% |
| 6M | +82.6% | +4.3% | +78.3% | +74.5% |
| YTD | +91.6% | +9.2% | +82.4% | +75.4% |
| 1Y | +100.6% | +5.6% | +94.9% | +88.8% |
| 3Y | +479.8% | +30.8% | +448.9% | +343.9% |
| 5Y | +746.5% | +8.0% | +738.5% | +669.4% |
| All | +1,115.5% | +64.0% | +1,051.5% | +698.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling