+25.0%
FLEX vs VSH
+62.1%
-37.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -5.1% | -7.3% | -9.2% |
| 7D | -17.0% | -13.6% | -3.3% | -9.0% |
| 30D | -33.8% | -30.4% | -3.5% | -17.8% |
| 3M | -39.0% | -33.3% | -5.8% | -23.5% |
| 6M | -15.9% | -15.1% | -0.8% | -14.0% |
| YTD | +27.8% | +80.2% | -52.4% | -16.9% |
| 1Y | +25.0% | +63.4% | -38.4% | -14.8% |
| All | +25.0% | +62.1% | -37.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling