+614.8%
FLEX vs VTR
+130.3%
+484.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | +7.5% | +0.2% | +7.3% | +7.4% |
| 30D | -25.3% | +5.5% | -30.7% | -27.0% |
| 3M | -39.7% | -0.9% | -38.8% | -39.9% |
| 6M | -47.9% | -0.4% | -47.4% | -48.8% |
| YTD | +24.1% | +17.0% | +7.1% | +14.8% |
| 1Y | +26.0% | +18.0% | +8.0% | +16.0% |
| 3Y | +282.7% | +127.4% | +155.3% | +169.4% |
| 5Y | +424.2% | +92.3% | +332.0% | +287.5% |
| All | +614.8% | +130.3% | +484.5% | +301.5% |
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