+22,759.6%
VLO vs FLEX
+7,523.3%
+15,236.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +5.2% | -0.9% | +6.1% | +5.4% |
| 30D | +22.6% | -10.1% | +32.7% | +25.0% |
| 3M | +43.8% | -31.3% | +75.1% | +52.9% |
| 6M | +65.7% | +71.3% | -5.5% | +41.3% |
| YTD | +131.1% | +81.2% | +49.9% | +93.7% |
| 1Y | +143.6% | +98.5% | +45.1% | +99.2% |
| 3Y | +201.4% | +428.2% | -226.9% | +96.7% |
| 5Y | +568.9% | +657.3% | -88.4% | +300.8% |
| 10Y | +891.8% | +995.9% | -104.1% | +430.1% |
| All | +22,759.6% | +7,523.3% | +15,236.3% | +9,186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling