+1,060.6%
FLEX vs VSH
+170.2%
+890.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +5.0% |
| 7D | +7.0% | +6.2% | +0.8% | +2.9% |
| 30D | -5.8% | -11.1% | +5.3% | +1.1% |
| 3M | -24.2% | -44.9% | +20.7% | +6.8% |
| 6M | +90.8% | +90.0% | +0.8% | +20.6% |
| YTD | +89.2% | +118.8% | -29.6% | +8.4% |
| 1Y | +104.7% | +109.0% | -4.3% | +19.4% |
| 3Y | +478.1% | +35.6% | +442.4% | +317.5% |
| 5Y | +726.2% | +66.7% | +659.5% | +399.8% |
| 10Y | +1,060.6% | +167.9% | +892.6% | +413.6% |
| All | +1,060.6% | +170.2% | +890.4% | +413.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling