-92.2%
FLX vs VT
+36.2%
-128.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.1% | -9.0% | -8.1% |
| 7D | -7.3% | -0.7% | -6.6% | -7.2% |
| 30D | -8.5% | -1.7% | -6.7% | -8.2% |
| 3M | -34.3% | -2.3% | -32.0% | -34.0% |
| 6M | -44.7% | +1.5% | -46.2% | -45.0% |
| YTD | -56.0% | +12.0% | -68.0% | -57.0% |
| 1Y | -59.7% | +12.9% | -72.5% | -60.7% |
| All | -92.2% | +36.2% | -128.4% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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