+651.7%
FLEX vs VSH
+141.4%
+510.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.8% | -5.0% | -1.8% |
| 7D | +2.2% | +12.8% | -10.5% | -5.3% |
| 30D | -32.6% | -9.0% | -23.6% | -28.3% |
| 3M | -35.5% | -12.2% | -23.3% | -30.3% |
| 6M | -45.6% | -15.9% | -29.6% | -43.0% |
| YTD | +30.7% | +103.2% | -72.5% | -21.9% |
| 1Y | +28.4% | +108.4% | -80.1% | -24.6% |
| 3Y | +301.7% | +41.6% | +260.1% | +179.9% |
| 5Y | +473.3% | +54.6% | +418.7% | +262.4% |
| 10Y | +651.7% | +138.2% | +513.6% | +263.9% |
| All | +651.7% | +141.4% | +510.3% | +263.9% |
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