+663.2%
FLEX vs VSH
+64.7%
+598.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | -1.0% |
| 7D | -0.9% | +4.1% | -5.0% | -3.2% |
| 30D | -10.1% | -4.2% | -6.0% | -8.4% |
| 3M | -31.3% | -50.0% | +18.6% | -0.8% |
| 6M | +71.3% | +80.2% | -8.9% | +17.2% |
| YTD | +81.2% | +121.1% | -39.8% | +9.8% |
| 1Y | +98.5% | +112.0% | -13.5% | +22.0% |
| 3Y | +428.2% | +22.5% | +405.7% | +334.5% |
| All | +663.2% | +64.7% | +598.6% | +384.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling