+25.0%
FLEX vs VG
+47.2%
-22.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -7.7% | -4.6% | -13.1% |
| 7D | -17.0% | -16.4% | -0.6% | -18.6% |
| 30D | -33.8% | -10.8% | -23.1% | -34.5% |
| 3M | -39.0% | -6.3% | -32.7% | -38.9% |
| 6M | -15.9% | -12.5% | -3.4% | -14.3% |
| YTD | +27.8% | +76.9% | -49.1% | +17.3% |
| 1Y | +25.0% | +51.8% | -26.8% | +20.4% |
| All | +25.0% | +47.2% | -22.2% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling