+21,263.1%
VLO vs FLEX
+4,757.6%
+16,505.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -5.9% | -2.3% |
| 7D | -13.3% | -19.3% | +6.0% | -9.8% |
| 30D | -18.3% | -41.5% | +23.2% | -10.2% |
| 3M | +14.3% | -43.1% | +57.5% | +25.8% |
| 6M | +47.6% | -48.2% | +95.8% | +63.0% |
| YTD | +116.0% | +15.5% | +100.5% | +95.2% |
| 1Y | +101.0% | +10.2% | +90.8% | +82.9% |
| 3Y | +199.0% | +256.8% | -57.8% | +108.4% |
| 5Y | +419.0% | +408.2% | +10.8% | +231.9% |
| 10Y | +778.2% | +580.9% | +197.3% | +408.4% |
| All | +21,263.1% | +4,757.6% | +16,505.5% | +9,255.2% |
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 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