+1,115.5%
FLEX vs VTRS
-48.4%
+1,163.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.4% | +6.9% |
| 7D | +5.7% | -2.2% | +7.9% | +6.6% |
| 30D | -7.0% | +3.3% | -10.3% | -8.1% |
| 3M | -23.8% | +2.0% | -25.8% | -25.0% |
| 6M | +82.6% | +19.9% | +62.7% | +69.8% |
| YTD | +91.6% | +35.7% | +55.9% | +70.0% |
| 1Y | +100.6% | +68.1% | +32.5% | +64.3% |
| 3Y | +479.8% | +87.1% | +392.7% | +343.4% |
| 5Y | +746.5% | +47.6% | +698.9% | +579.9% |
| All | +1,115.5% | -48.4% | +1,163.9% | +1,087.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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