+294.5%
VTI vs FLEX
+1,045.7%
-751.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.4% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -1.9% | -11.8% | +9.8% | +0.8% |
| 3M | +4.5% | -22.6% | +27.1% | +9.6% |
| 6M | +12.6% | +77.3% | -64.7% | -8.5% |
| YTD | +12.0% | +78.8% | -66.8% | -9.8% |
| 1Y | +17.3% | +86.1% | -68.7% | -7.3% |
| 3Y | +75.3% | +446.2% | -370.9% | -2.4% |
| 5Y | +74.0% | +689.7% | -615.7% | -14.7% |
| All | +294.5% | +1,045.7% | -751.2% | +56.0% |
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 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