+466.6%
FLEX vs VTR
+102.5%
+364.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.8% |
| 7D | -13.6% | +3.8% | -17.4% | -14.3% |
| 30D | -36.5% | +10.1% | -46.6% | -38.0% |
| 3M | -36.4% | -1.2% | -35.3% | -36.4% |
| 6M | -46.5% | +4.8% | -51.2% | -47.8% |
| YTD | +25.9% | +18.9% | +7.0% | +17.5% |
| 1Y | +19.6% | +21.8% | -2.3% | +10.5% |
| 3Y | +287.0% | +132.0% | +155.0% | +167.1% |
| 5Y | +466.6% | +94.7% | +372.0% | +328.7% |
| All | +466.6% | +102.5% | +364.2% | +328.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling