+743.6%
VLO vs FLEX
+659.4%
+84.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +12.0% | -9.1% | -0.5% |
| 7D | -6.5% | -7.2% | +0.7% | -4.9% |
| 30D | -17.8% | -34.8% | +17.0% | -8.5% |
| 3M | +19.6% | -35.6% | +55.2% | +32.5% |
| 6M | +49.3% | -45.0% | +94.3% | +69.2% |
| YTD | +122.4% | +29.4% | +93.0% | +74.5% |
| 1Y | +107.4% | +24.8% | +82.7% | +63.9% |
| 3Y | +223.1% | +304.4% | -81.4% | +49.0% |
| 5Y | +432.2% | +484.1% | -51.9% | +101.2% |
| 10Y | +743.6% | +640.4% | +103.2% | +129.3% |
| All | +743.6% | +659.4% | +84.3% | +129.3% |
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