+1,216.9%
VST vs FLEX
+948.5%
+268.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.0% |
| 7D | +8.9% | -0.9% | +9.8% | +9.2% |
| 30D | +6.2% | -10.1% | +16.4% | +9.9% |
| 3M | -2.7% | -31.3% | +28.6% | +9.1% |
| 6M | -8.4% | +71.3% | -79.6% | -29.7% |
| YTD | -7.2% | +81.2% | -88.4% | -30.5% |
| 1Y | -20.9% | +98.5% | -119.4% | -43.0% |
| 3Y | +384.0% | +428.2% | -44.3% | +159.5% |
| 5Y | +757.1% | +657.3% | +99.8% | +307.0% |
| All | +1,216.9% | +948.5% | +268.4% | +401.5% |
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 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