+1,169.0%
VST vs FLEX
+645.9%
+523.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +0.4% |
| 7D | +10.9% | +2.2% | +8.7% | +9.9% |
| 30D | -15.6% | -32.6% | +17.0% | -3.6% |
| 3M | -7.8% | -35.5% | +27.7% | +6.6% |
| 6M | -12.0% | -45.6% | +33.6% | +6.3% |
| YTD | -16.9% | +30.7% | -47.6% | -30.7% |
| 1Y | -25.1% | +28.4% | -53.4% | -37.4% |
| 3Y | +297.1% | +301.7% | -4.6% | +134.7% |
| 5Y | +641.9% | +473.3% | +168.6% | +288.6% |
| All | +1,169.0% | +645.9% | +523.2% | +450.0% |
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