+565.2%
FLEX vs VSH
+95.6%
+469.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.2% | +1.0% |
| 7D | -19.3% | -12.9% | -6.4% | -11.6% |
| 30D | -41.5% | -36.9% | -4.7% | -21.8% |
| 3M | -43.1% | -28.8% | -14.4% | -30.1% |
| 6M | -48.2% | -30.3% | -17.9% | -38.8% |
| YTD | +15.5% | +62.4% | -46.9% | -20.3% |
| 1Y | +10.2% | +62.5% | -52.3% | -24.0% |
| 3Y | +256.8% | +7.4% | +249.4% | +197.0% |
| 5Y | +408.2% | +25.4% | +382.8% | +267.0% |
| All | +565.2% | +95.6% | +469.6% | +269.6% |
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