+279.4%
FLEX vs VLTO
+56.3%
+223.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -13.6% | +1.6% | -15.3% | -13.9% |
| 30D | -36.5% | +22.0% | -58.5% | -39.2% |
| 3M | -36.4% | +21.9% | -58.3% | -39.2% |
| 6M | -46.5% | +36.5% | -83.0% | -51.3% |
| YTD | +25.9% | +19.0% | +7.0% | +22.1% |
| 1Y | +19.6% | +21.0% | -1.4% | +14.5% |
| 3Y | +287.0% | +69.9% | +217.1% | +234.0% |
| All | +279.4% | +56.3% | +223.1% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling