+2,826.7%
VRT vs FLEX
+993.7%
+1,833.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +1.3% |
| 7D | +13.6% | +7.0% | +6.6% | +9.5% |
| 30D | +6.8% | -5.8% | +12.6% | +10.4% |
| 3M | -3.2% | -24.2% | +21.0% | +12.3% |
| 6M | +20.3% | +90.8% | -70.5% | -21.0% |
| YTD | +79.6% | +89.2% | -9.6% | +18.3% |
| 1Y | +139.0% | +104.7% | +34.3% | +50.6% |
| 3Y | +644.6% | +478.1% | +166.5% | +188.3% |
| 5Y | +1,024.4% | +726.2% | +298.2% | +274.2% |
| All | +2,826.7% | +993.7% | +1,833.0% | +606.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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