+716.4%
FLEX vs ITOT
+896.7%
-180.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +2.0% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -10.1% | 0.0% | -10.2% | -10.1% |
| 3M | -31.3% | +2.0% | -33.3% | -32.4% |
| 6M | +71.3% | +13.0% | +58.2% | +47.4% |
| YTD | +81.2% | +14.0% | +67.3% | +54.6% |
| 1Y | +98.5% | +19.9% | +78.6% | +58.5% |
| 3Y | +428.2% | +75.8% | +352.4% | +151.4% |
| 5Y | +657.3% | +73.8% | +583.4% | +267.2% |
| 10Y | +995.9% | +295.9% | +700.0% | +73.6% |
| All | +716.4% | +896.7% | -180.3% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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