+654.5%
VST vs FLEX
+479.5%
+175.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +12.0% | -4.7% | +2.0% |
| 7D | -0.5% | -7.2% | +6.6% | +2.9% |
| 30D | -17.1% | -34.8% | +17.7% | -1.0% |
| 3M | -4.6% | -35.6% | +31.0% | +14.0% |
| 6M | -9.1% | -45.0% | +36.0% | +13.8% |
| YTD | -16.6% | +29.4% | -46.0% | -37.5% |
| 1Y | -29.5% | +24.8% | -54.3% | -46.6% |
| 3Y | +297.5% | +304.4% | -6.9% | +82.2% |
| 5Y | +654.5% | +484.1% | +170.5% | +188.1% |
| All | +654.5% | +479.5% | +175.0% | +188.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling