+723.8%
FLEX vs VNQ
+6.5%
+717.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | +6.4% | -0.9% | +7.2% | +7.0% |
| 30D | -5.9% | -2.2% | -3.6% | -4.4% |
| 3M | -23.5% | -1.9% | -21.5% | -23.2% |
| 6M | +83.7% | +3.2% | +80.5% | +77.3% |
| YTD | +86.5% | +9.4% | +77.1% | +71.6% |
| 1Y | +100.5% | +7.5% | +93.0% | +86.7% |
| 3Y | +469.8% | +31.1% | +438.8% | +343.1% |
| All | +723.8% | +6.5% | +717.4% | +672.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling