+1,112.0%
VST vs FLEX
+569.0%
+543.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.6% | +6.0% | +8.9% |
| 7D | -9.8% | -19.3% | +9.5% | -2.4% |
| 30D | -25.1% | -41.5% | +16.4% | -10.0% |
| 3M | -11.6% | -43.1% | +31.5% | +7.0% |
| 6M | -20.9% | -48.2% | +27.3% | -2.9% |
| YTD | -22.3% | +15.5% | -37.8% | -32.2% |
| 1Y | -32.0% | +10.2% | -42.2% | -39.9% |
| 3Y | +262.4% | +256.8% | +5.6% | +123.8% |
| 5Y | +563.4% | +408.2% | +155.2% | +263.2% |
| All | +1,112.0% | +569.0% | +543.0% | +448.6% |
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