+5,307.2%
FLEX vs VTR
+1,499.7%
+3,807.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.2% |
| 7D | -0.9% | -1.7% | +0.8% | -0.4% |
| 30D | -10.1% | -2.4% | -7.7% | -9.6% |
| 3M | -31.3% | +14.8% | -46.1% | -35.2% |
| 6M | +71.3% | +5.3% | +65.9% | +66.0% |
| YTD | +81.2% | +18.1% | +63.2% | +69.1% |
| 1Y | +98.5% | +36.7% | +61.8% | +75.7% |
| 3Y | +428.2% | +130.1% | +298.2% | +285.3% |
| 5Y | +657.3% | +89.5% | +567.8% | +482.4% |
| 10Y | +995.9% | +87.4% | +908.6% | +655.8% |
| All | +5,307.2% | +1,499.7% | +3,807.5% | +1,860.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling