+8,269.1%
FLEX vs VTRS
+284.0%
+7,985.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.9% |
| 7D | +7.0% | -0.1% | +7.1% | +6.9% |
| 30D | -5.8% | +1.9% | -7.7% | -6.4% |
| 3M | -24.2% | +5.1% | -29.3% | -26.0% |
| 6M | +90.8% | +20.1% | +70.7% | +78.3% |
| YTD | +89.2% | +36.6% | +52.6% | +69.0% |
| 1Y | +104.7% | +64.1% | +40.6% | +71.4% |
| 3Y | +478.1% | +86.4% | +391.7% | +353.6% |
| 5Y | +726.2% | +40.9% | +685.3% | +590.7% |
| 10Y | +1,060.6% | -48.7% | +1,109.3% | +1,133.9% |
| All | +8,269.1% | +284.0% | +7,985.0% | +3,918.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling