-34.9%
VST vs FLEX
+23.4%
-58.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -12.3% | -1.5% | -10.5% |
| 7D | -15.7% | -17.0% | +1.3% | -11.3% |
| 30D | -17.0% | -33.8% | +16.9% | -8.0% |
| 3M | -15.9% | -39.0% | +23.2% | -5.3% |
| 6M | -25.0% | -15.9% | -9.1% | -22.7% |
| YTD | -25.1% | +27.8% | -52.9% | -36.2% |
| 1Y | -34.9% | +25.0% | -59.8% | -45.1% |
| All | -34.9% | +23.4% | -58.3% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling