+464.3%
FLEX vs VYM
+64.8%
+399.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.5% |
| 7D | +6.4% | -1.0% | +7.3% | +8.2% |
| 30D | -5.9% | -2.0% | -3.8% | -2.3% |
| 3M | -23.5% | +3.1% | -26.5% | -27.3% |
| 6M | +83.7% | +8.9% | +74.8% | +59.5% |
| YTD | +86.5% | +14.7% | +71.8% | +48.6% |
| 1Y | +100.5% | +19.4% | +81.1% | +50.2% |
| All | +464.3% | +64.8% | +399.4% | +192.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling