+565.2%
FLEX vs VT
+215.5%
+349.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.3% | +4.2% |
| 7D | -19.3% | -2.3% | -17.0% | -16.0% |
| 30D | -41.5% | -5.0% | -36.6% | -35.8% |
| 3M | -43.1% | -4.9% | -38.2% | -37.4% |
| 6M | -48.2% | -1.5% | -46.7% | -45.2% |
| YTD | +15.5% | +8.5% | +7.0% | +7.0% |
| 1Y | +10.2% | +11.4% | -1.2% | -1.5% |
| 3Y | +256.8% | +70.1% | +186.7% | +75.1% |
| 5Y | +408.2% | +53.7% | +354.5% | +194.1% |
| All | +565.2% | +215.5% | +349.6% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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