+232.8%
FLEX vs VLTO
+54.1%
+178.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.4% | -13.2% | -13.5% |
| 7D | -28.3% | +12.0% | -40.3% | -29.9% |
| 30D | -45.0% | +20.8% | -65.9% | -47.3% |
| 3M | -45.2% | +20.1% | -65.4% | -47.5% |
| 6M | -30.8% | +32.6% | -63.4% | -36.7% |
| YTD | +10.4% | +17.3% | -6.9% | +7.4% |
| 1Y | +2.3% | +17.3% | -15.0% | -0.9% |
| 3Y | +238.9% | +66.9% | +172.0% | +193.6% |
| All | +232.8% | +54.1% | +178.6% | +197.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling