+289.6%
VTI vs FLEX
+608.2%
-318.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.6% |
| 7D | +2.5% | +7.5% | -4.9% | +0.6% |
| 30D | -1.5% | -25.3% | +23.8% | +4.3% |
| 3M | -3.2% | -39.7% | +36.5% | +7.3% |
| 6M | +2.3% | -47.9% | +50.2% | +15.7% |
| YTD | +11.6% | +24.1% | -12.5% | -3.4% |
| 1Y | +13.8% | +26.0% | -12.2% | -2.4% |
| 3Y | +77.4% | +282.7% | -205.3% | +6.1% |
| 5Y | +64.6% | +424.2% | -359.7% | -12.2% |
| All | +289.6% | +608.2% | -318.6% | +71.8% |
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