+1,033.9%
FLEX vs VYM
+207.1%
+826.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.4% |
| 7D | +0.1% | -1.9% | +2.0% | +2.9% |
| 30D | -11.8% | -2.6% | -9.2% | -8.3% |
| 3M | -22.6% | +3.6% | -26.1% | -26.3% |
| 6M | +77.3% | +8.7% | +68.6% | +58.8% |
| YTD | +78.8% | +14.1% | +64.6% | +49.6% |
| 1Y | +86.1% | +17.8% | +68.2% | +49.5% |
| 3Y | +446.2% | +64.5% | +381.7% | +182.0% |
| 5Y | +689.7% | +77.5% | +612.2% | +272.2% |
| All | +1,033.9% | +207.1% | +826.8% | +205.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling