+900.2%
VLO vs FLEX
+1,059.7%
-159.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.4% | -1.1% | +1.9% |
| 7D | +5.8% | +7.0% | -1.2% | +3.6% |
| 30D | +28.3% | -5.8% | +34.1% | +30.2% |
| 3M | +48.7% | -24.2% | +73.0% | +58.4% |
| 6M | +71.9% | +90.8% | -18.9% | +24.6% |
| YTD | +138.7% | +89.2% | +49.5% | +71.6% |
| 1Y | +148.5% | +104.7% | +43.7% | +70.8% |
| 3Y | +192.7% | +478.1% | -285.4% | +24.2% |
| 5Y | +601.6% | +726.2% | -124.6% | +146.5% |
| 10Y | +900.2% | +1,060.6% | -160.4% | +146.2% |
| All | +900.2% | +1,059.7% | -159.5% | +146.2% |
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