+5,008.5%
FLEX vs VSH
+372.7%
+4,635.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.2% | +1.5% |
| 7D | -19.3% | -12.9% | -6.4% | -12.7% |
| 30D | -41.5% | -36.9% | -4.7% | -24.9% |
| 3M | -43.1% | -28.8% | -14.4% | -31.9% |
| 6M | -48.2% | -30.3% | -17.9% | -39.4% |
| YTD | +15.5% | +62.4% | -46.9% | -13.6% |
| 1Y | +10.2% | +62.5% | -52.3% | -17.6% |
| 3Y | +256.8% | +7.4% | +249.4% | +212.4% |
| 5Y | +408.2% | +25.4% | +382.8% | +304.9% |
| 10Y | +580.8% | +102.6% | +478.2% | +317.6% |
| All | +5,008.5% | +372.7% | +4,635.8% | +1,398.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling