+667.7%
FLEX vs VO
+827.2%
-159.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.8% |
| 7D | -0.9% | -0.3% | -0.6% | -0.5% |
| 30D | -10.1% | -0.3% | -9.8% | -9.6% |
| 3M | -31.3% | +2.9% | -34.3% | -33.4% |
| 6M | +71.3% | +9.3% | +61.9% | +54.7% |
| YTD | +81.2% | +14.2% | +67.1% | +54.4% |
| 1Y | +98.5% | +15.3% | +83.2% | +67.8% |
| 3Y | +428.2% | +56.2% | +372.0% | +203.7% |
| 5Y | +657.3% | +42.4% | +614.8% | +394.8% |
| 10Y | +995.9% | +194.7% | +801.2% | +188.3% |
| All | +667.7% | +827.2% | -159.6% | -64.6% |
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