+147.4%
FLEX vs VG
-39.3%
+186.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -0.9% | +1.7% | -2.6% | -1.0% |
| 30D | -10.1% | +16.0% | -26.2% | -11.0% |
| 3M | -31.3% | +9.7% | -41.1% | -31.9% |
| 6M | +71.3% | +29.6% | +41.7% | +60.0% |
| YTD | +81.2% | +112.0% | -30.8% | +51.8% |
| 1Y | +98.5% | +12.8% | +85.7% | +86.9% |
| All | +147.4% | -39.3% | +186.7% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling