+160.5%
VEA vs FLEX
+608.2%
-447.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.9% |
| 7D | +2.3% | +7.5% | -5.2% | +0.6% |
| 30D | +0.2% | -25.3% | +25.5% | +5.4% |
| 3M | -5.3% | -39.7% | +34.3% | +3.7% |
| 6M | -0.9% | -47.9% | +46.9% | +10.7% |
| YTD | +12.2% | +24.1% | -11.9% | +0.1% |
| 1Y | +16.1% | +26.0% | -9.9% | +2.9% |
| 3Y | +73.0% | +282.7% | -209.7% | +12.2% |
| 5Y | +53.7% | +424.2% | -370.5% | -9.9% |
| All | +160.5% | +608.2% | -447.7% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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