+7,917.6%
FLEX vs VSH
+543.6%
+7,374.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | -0.8% |
| 7D | -0.9% | +4.1% | -5.0% | -3.1% |
| 30D | -10.1% | -4.2% | -6.0% | -8.5% |
| 3M | -31.3% | -50.0% | +18.6% | -3.0% |
| 6M | +71.3% | +80.2% | -8.9% | +21.5% |
| YTD | +81.2% | +121.1% | -39.8% | +14.7% |
| 1Y | +98.5% | +112.0% | -13.5% | +27.4% |
| 3Y | +428.2% | +22.5% | +405.7% | +329.4% |
| 5Y | +657.3% | +64.0% | +593.2% | +421.4% |
| 10Y | +995.9% | +170.4% | +825.6% | +473.9% |
| All | +7,917.6% | +543.6% | +7,374.0% | +1,889.9% |
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 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