+111.5%
FLXS vs VT
+222.7%
-111.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.4% | +0.4% | 0.0% | 0.0% |
| 30D | +6.2% | +1.0% | +5.2% | +5.2% |
| 3M | +41.3% | +2.4% | +39.0% | +38.1% |
| 6M | +56.9% | +12.0% | +44.9% | +41.1% |
| YTD | +109.8% | +15.3% | +94.4% | +84.2% |
| 1Y | +78.6% | +22.6% | +56.1% | +48.8% |
| 3Y | +285.3% | +74.7% | +210.7% | +139.1% |
| 5Y | +163.9% | +66.1% | +97.8% | +70.9% |
| All | +111.5% | +222.7% | -111.3% | -26.0% |
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