+459.0%
FLEX vs ITOT
+875.1%
-416.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.4% |
| 7D | +7.5% | +2.5% | +5.0% | +4.0% |
| 30D | -25.3% | -1.7% | -23.6% | -22.5% |
| 3M | -39.7% | -3.4% | -36.3% | -35.5% |
| 6M | -47.9% | +2.1% | -50.0% | -47.9% |
| YTD | +24.1% | +11.5% | +12.6% | +11.1% |
| 1Y | +26.0% | +13.6% | +12.3% | +10.0% |
| 3Y | +282.7% | +77.2% | +205.5% | +83.5% |
| 5Y | +424.2% | +64.4% | +359.9% | +180.1% |
| 10Y | +613.8% | +288.6% | +325.2% | +18.2% |
| All | +459.0% | +875.1% | -416.1% | -77.4% |
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