+424.8%
FLEX vs VYM
+71.9%
+352.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.8% |
| 7D | +7.5% | +3.7% | +3.8% | +1.6% |
| 30D | -25.3% | +3.7% | -29.0% | -29.3% |
| 3M | -39.7% | -0.7% | -39.0% | -38.6% |
| 6M | -47.9% | +7.2% | -55.1% | -52.9% |
| YTD | +24.1% | +16.9% | +7.1% | -1.2% |
| 1Y | +26.0% | +19.6% | +6.3% | -2.8% |
| 3Y | +282.7% | +74.6% | +208.1% | +76.8% |
| All | +424.8% | +71.9% | +352.9% | +149.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling