+25.0%
FLEX vs VTR
+22.5%
+2.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.5% | -14.8% | -10.8% |
| 7D | -17.0% | +10.0% | -27.0% | -12.0% |
| 30D | -33.8% | +9.6% | -43.5% | -30.1% |
| 3M | -39.0% | -1.2% | -37.8% | -38.2% |
| 6M | -15.9% | +2.8% | -18.7% | -12.2% |
| YTD | +27.8% | +17.4% | +10.4% | +30.2% |
| 1Y | +25.0% | +22.0% | +3.0% | +27.7% |
| All | +25.0% | +22.5% | +2.5% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling