+440.9%
FLEX vs VTRS
+83.1%
+357.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | +0.1% | -3.3% | +3.4% | +1.2% |
| 30D | -11.8% | +1.4% | -13.1% | -12.2% |
| 3M | -22.6% | +4.6% | -27.2% | -24.5% |
| 6M | +77.3% | +18.1% | +59.3% | +65.1% |
| YTD | +78.8% | +34.7% | +44.1% | +59.2% |
| 1Y | +86.1% | +65.6% | +20.4% | +54.2% |
| All | +440.9% | +83.1% | +357.8% | +289.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling