-91.7%
FLX vs VT
+35.3%
-126.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +0.7% |
| 7D | -2.0% | +0.4% | -2.3% | -2.1% |
| 30D | +0.7% | -2.6% | +3.3% | +1.3% |
| 3M | -27.9% | -3.2% | -24.6% | -27.4% |
| 6M | -41.6% | +0.9% | -42.6% | -41.9% |
| YTD | -52.8% | +11.3% | -64.1% | -53.9% |
| 1Y | -55.2% | +14.0% | -69.2% | -56.1% |
| All | -91.7% | +35.3% | -126.9% | -90.9% |
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