+614.8%
FLEX vs VYM
+205.6%
+409.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.8% |
| 7D | +7.5% | +3.7% | +3.8% | +2.2% |
| 30D | -25.3% | +3.7% | -29.0% | -28.9% |
| 3M | -39.7% | -0.7% | -39.0% | -38.7% |
| 6M | -47.9% | +7.2% | -55.1% | -52.4% |
| YTD | +24.1% | +16.9% | +7.1% | +0.7% |
| 1Y | +26.0% | +19.6% | +6.3% | -0.7% |
| 3Y | +282.7% | +74.6% | +208.1% | +82.5% |
| 5Y | +424.2% | +72.3% | +351.9% | +157.6% |
| All | +614.8% | +205.6% | +409.2% | +87.4% |
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 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