+611.0%
VRT vs FLEX
+446.9%
+164.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.3% |
| 7D | +9.1% | -0.9% | +10.0% | +9.8% |
| 30D | +0.9% | -10.1% | +11.1% | +8.5% |
| 3M | -13.4% | -31.3% | +18.0% | +10.7% |
| 6M | +11.7% | +71.3% | -59.6% | -34.5% |
| YTD | +73.2% | +81.2% | -8.0% | -4.2% |
| 1Y | +123.4% | +98.5% | +24.9% | +12.8% |
| All | +611.0% | +446.9% | +164.0% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling