+897.3%
VST vs FLEX
+538.9%
+358.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -13.6% | +7.5% | -1.3% |
| 7D | -19.9% | -28.3% | +8.4% | -9.8% |
| 30D | -29.7% | -45.0% | +15.4% | -13.7% |
| 3M | -19.6% | -45.2% | +25.7% | -1.5% |
| 6M | -29.4% | -30.8% | +1.4% | -24.4% |
| YTD | -29.7% | +10.4% | -40.2% | -37.7% |
| 1Y | -40.0% | +2.3% | -42.3% | -45.6% |
| 3Y | +231.0% | +238.9% | -7.9% | +107.9% |
| 5Y | +500.1% | +386.0% | +114.1% | +233.7% |
| 10Y | +1,004.2% | +551.1% | +453.1% | +394.3% |
| All | +897.3% | +538.9% | +358.4% | +349.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling