+98.5%
FLEX vs VYM
+21.4%
+77.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.5% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -10.1% | -0.5% | -9.6% | -9.0% |
| 3M | -31.3% | +3.0% | -34.4% | -36.0% |
| 6M | +71.3% | +8.2% | +63.1% | +41.6% |
| YTD | +81.2% | +15.8% | +65.4% | +30.9% |
| 1Y | +98.5% | +20.8% | +77.7% | +32.4% |
| All | +98.5% | +21.4% | +77.1% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling