+227.8%
VST vs FLEX
+238.9%
-11.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -13.6% | +7.5% | +0.3% |
| 7D | -19.9% | -28.3% | +8.4% | -6.5% |
| 30D | -29.7% | -45.0% | +15.4% | -7.9% |
| 3M | -19.6% | -45.2% | +25.7% | +5.0% |
| 6M | -29.4% | -30.8% | +1.4% | -25.1% |
| YTD | -29.7% | +10.4% | -40.2% | -48.0% |
| 1Y | -40.0% | +2.3% | -42.3% | -53.6% |
| All | +227.8% | +238.9% | -11.1% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling