+651.7%
FLEX vs VTR
+135.2%
+516.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +2.2% | +1.4% | +0.9% | +1.8% |
| 30D | -32.6% | +8.2% | -40.9% | -34.8% |
| 3M | -35.5% | +4.6% | -40.1% | -36.9% |
| 6M | -45.6% | +4.3% | -49.9% | -47.4% |
| YTD | +30.7% | +19.0% | +11.7% | +20.2% |
| 1Y | +28.4% | +21.6% | +6.7% | +17.0% |
| 3Y | +301.7% | +132.2% | +169.5% | +180.9% |
| 5Y | +473.3% | +94.4% | +378.9% | +322.5% |
| 10Y | +651.7% | +133.5% | +518.3% | +316.4% |
| All | +651.7% | +135.2% | +516.6% | +316.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling