+1,086.7%
FLEX vs VTR
+87.8%
+998.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +6.4% | -2.9% | +9.3% | +7.4% |
| 30D | -5.9% | -2.8% | -3.1% | -5.1% |
| 3M | -23.5% | +9.0% | -32.5% | -26.6% |
| 6M | +83.7% | +5.0% | +78.8% | +78.0% |
| YTD | +86.5% | +16.9% | +69.6% | +73.8% |
| 1Y | +100.5% | +34.3% | +66.2% | +77.0% |
| 3Y | +469.8% | +131.6% | +338.3% | +301.8% |
| 5Y | +725.7% | +88.0% | +637.7% | +520.1% |
| 10Y | +1,086.7% | +97.8% | +988.9% | +575.5% |
| All | +1,086.7% | +87.8% | +998.9% | +575.5% |
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