+754.3%
VLO vs FLEX
+658.8%
+95.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +2.6% |
| 7D | -0.4% | +2.2% | -2.7% | -1.5% |
| 30D | -16.6% | -32.6% | +16.1% | -8.0% |
| 3M | +12.3% | -35.5% | +47.8% | +24.4% |
| 6M | +47.8% | -45.6% | +93.4% | +68.2% |
| YTD | +126.7% | +30.7% | +96.0% | +77.4% |
| 1Y | +105.4% | +28.4% | +77.0% | +60.7% |
| 3Y | +222.0% | +301.7% | -79.7% | +49.1% |
| 5Y | +449.8% | +473.3% | -23.4% | +109.9% |
| 10Y | +754.3% | +651.7% | +102.6% | +127.8% |
| All | +754.3% | +658.8% | +95.5% | +127.8% |
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