+1,137.8%
FLEX vs VYM
+492.8%
+645.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.1% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -10.1% | -0.5% | -9.6% | -9.5% |
| 3M | -31.3% | +3.0% | -34.4% | -34.0% |
| 6M | +71.3% | +8.2% | +63.1% | +54.5% |
| YTD | +81.2% | +15.8% | +65.4% | +48.5% |
| 1Y | +98.5% | +20.8% | +77.7% | +53.8% |
| 3Y | +428.2% | +65.3% | +363.0% | +168.3% |
| 5Y | +657.3% | +76.6% | +580.7% | +254.7% |
| 10Y | +995.9% | +203.9% | +792.0% | +149.4% |
| All | +1,137.8% | +492.8% | +645.0% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling