+1,115.5%
FLEX vs VTEB
+17.9%
+1,097.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.4% | +6.8% | +6.9% |
| 7D | +5.7% | -0.9% | +6.6% | +6.5% |
| 30D | -7.0% | -2.5% | -4.5% | -5.3% |
| 3M | -23.8% | -3.0% | -20.9% | -22.1% |
| 6M | +82.6% | -2.1% | +84.8% | +85.9% |
| YTD | +91.6% | -1.5% | +93.1% | +94.3% |
| 1Y | +100.6% | +0.2% | +100.4% | +101.2% |
| 3Y | +479.8% | +8.6% | +471.2% | +448.7% |
| 5Y | +746.5% | +1.2% | +745.3% | +732.5% |
| All | +1,115.5% | +17.9% | +1,097.6% | +1,333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded VTEB 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling