+424.8%
FLEX vs VSH
+38.9%
+385.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -1.5% |
| 7D | +7.5% | +14.3% | -6.9% | -0.9% |
| 30D | -25.3% | -7.9% | -17.4% | -21.4% |
| 3M | -39.7% | -19.9% | -19.8% | -31.6% |
| 6M | -47.9% | -30.5% | -17.3% | -38.4% |
| YTD | +24.1% | +85.7% | -61.6% | -16.6% |
| 1Y | +26.0% | +98.9% | -73.0% | -18.6% |
| 3Y | +282.7% | +32.1% | +250.6% | +196.7% |
| All | +424.8% | +38.9% | +385.8% | +257.9% |
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 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