+1,398.1%
FLEX vs VT
+374.2%
+1,024.0%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | +0.4% | -1.3% | -1.5% |
| 30D | -10.1% | +1.0% | -11.1% | -11.3% |
| 3M | -31.3% | +2.4% | -33.7% | -32.7% |
| 6M | +71.3% | +12.0% | +59.3% | +50.8% |
| YTD | +81.2% | +15.3% | +65.9% | +53.6% |
| 1Y | +98.5% | +22.6% | +75.9% | +55.8% |
| 3Y | +428.2% | +74.7% | +353.6% | +164.3% |
| 5Y | +657.3% | +66.1% | +591.1% | +311.2% |
| 10Y | +995.9% | +225.0% | +770.9% | +166.2% |
| All | +1,398.1% | +374.2% | +1,024.0% | +106.3% |
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