+1,740.6%
VRT vs FLEX
+567.6%
+1,173.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.1% | +0.9% |
| 7D | -21.4% | -19.3% | -2.0% | -10.6% |
| 30D | -25.8% | -41.5% | +15.7% | +0.5% |
| 3M | -33.5% | -43.1% | +9.6% | -8.5% |
| 6M | -49.0% | -48.2% | -0.8% | -26.7% |
| YTD | +12.9% | +15.5% | -2.5% | -1.5% |
| 1Y | 0.0% | +10.2% | -10.2% | -10.6% |
| 3Y | +361.8% | +256.8% | +105.0% | +136.8% |
| 5Y | +565.1% | +408.2% | +157.0% | +193.4% |
| All | +1,740.6% | +567.6% | +1,173.1% | +488.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling