+500.1%
VST vs FLEX
+389.8%
+110.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -13.6% | +7.5% | -0.1% |
| 7D | -19.9% | -28.3% | +8.4% | -7.3% |
| 30D | -29.7% | -45.0% | +15.4% | -9.4% |
| 3M | -19.6% | -45.2% | +25.7% | +3.3% |
| 6M | -29.4% | -30.8% | +1.4% | -24.5% |
| YTD | -29.7% | +10.4% | -40.2% | -43.6% |
| 1Y | -40.0% | +2.3% | -42.3% | -50.1% |
| 3Y | +231.0% | +238.9% | -7.9% | +63.2% |
| 5Y | +500.1% | +386.0% | +114.1% | +146.3% |
| All | +500.1% | +389.8% | +110.3% | +146.3% |
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