+812.9%
FLEX vs VT
+345.0%
+467.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.1% | -9.5% | -7.8% |
| 7D | -28.3% | -4.2% | -24.1% | -23.6% |
| 30D | -45.0% | -5.8% | -39.2% | -39.6% |
| 3M | -45.2% | -5.2% | -40.0% | -40.1% |
| 6M | -30.8% | +0.1% | -30.9% | -28.4% |
| YTD | +10.4% | +8.2% | +2.2% | +3.6% |
| 1Y | +2.3% | +10.1% | -7.9% | -5.9% |
| 3Y | +238.9% | +69.7% | +169.2% | +79.3% |
| 5Y | +386.0% | +53.4% | +332.6% | +198.4% |
| 10Y | +551.1% | +219.2% | +331.9% | +65.3% |
| All | +812.9% | +345.0% | +467.9% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling