+389.1%
FLEX vs VO
+797.8%
-408.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.8% |
| 7D | -19.3% | -2.6% | -16.8% | -16.1% |
| 30D | -41.5% | -0.9% | -40.6% | -40.4% |
| 3M | -43.1% | -3.0% | -40.1% | -40.0% |
| 6M | -48.2% | +2.2% | -50.4% | -48.7% |
| YTD | +15.5% | +10.6% | +4.9% | +3.8% |
| 1Y | +10.2% | +12.5% | -2.3% | -3.0% |
| 3Y | +256.8% | +61.4% | +195.4% | +98.4% |
| 5Y | +408.2% | +33.4% | +374.8% | +266.3% |
| 10Y | +580.8% | +201.5% | +379.3% | +75.6% |
| All | +389.1% | +797.8% | -408.7% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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