+916.1%
FLXS vs VT
+355.4%
+560.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -0.5% | -0.1% | -0.4% | -0.4% |
| 30D | -14.6% | -3.1% | -11.5% | -13.2% |
| 3M | -3.1% | -3.5% | +0.4% | -1.4% |
| 6M | +31.1% | +0.5% | +30.7% | +30.6% |
| YTD | +86.2% | +10.8% | +75.4% | +76.4% |
| 1Y | +111.1% | +11.9% | +99.2% | +99.0% |
| 3Y | +368.2% | +73.0% | +295.3% | +259.0% |
| 5Y | +179.6% | +58.6% | +121.0% | +122.8% |
| 10Y | +107.0% | +219.2% | -112.2% | +27.1% |
| All | +916.1% | +355.4% | +560.6% | +477.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling