+1,115.5%
FLEX vs VTV
+234.5%
+881.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +6.1% |
| 7D | +5.7% | -1.1% | +6.8% | +7.5% |
| 30D | -7.0% | -1.0% | -6.0% | -5.6% |
| 3M | -23.8% | +4.6% | -28.5% | -28.5% |
| 6M | +82.6% | +13.5% | +69.1% | +54.5% |
| YTD | +91.6% | +18.5% | +73.1% | +52.8% |
| 1Y | +100.6% | +22.9% | +77.7% | +52.3% |
| 3Y | +479.8% | +67.8% | +411.9% | +192.3% |
| 5Y | +746.5% | +81.8% | +664.7% | +288.5% |
| All | +1,115.5% | +234.5% | +881.0% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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