+650.9%
FLEX vs VNQ
+399.1%
+251.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.0% |
| 7D | +7.5% | +0.8% | +6.7% | +7.0% |
| 30D | -25.3% | +6.8% | -32.1% | -29.2% |
| 3M | -39.7% | -1.3% | -38.4% | -39.3% |
| 6M | -47.9% | +2.4% | -50.2% | -49.5% |
| YTD | +24.1% | +12.1% | +12.0% | +12.5% |
| 1Y | +26.0% | +12.0% | +14.0% | +14.3% |
| 3Y | +282.7% | +44.8% | +237.9% | +183.2% |
| 5Y | +424.2% | +6.9% | +417.4% | +387.7% |
| 10Y | +613.8% | +82.9% | +530.8% | +353.3% |
| All | +650.9% | +399.1% | +251.8% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling