+1,033.9%
FLEX vs VGT
+809.1%
+224.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.0% |
| 7D | +0.1% | -1.0% | +1.1% | +1.3% |
| 30D | -11.8% | -0.4% | -11.3% | -11.1% |
| 3M | -22.6% | +6.6% | -29.2% | -26.4% |
| 6M | +77.3% | +31.0% | +46.3% | +38.0% |
| YTD | +78.8% | +27.2% | +51.5% | +43.9% |
| 1Y | +86.1% | +34.5% | +51.6% | +42.5% |
| 3Y | +446.2% | +123.1% | +323.1% | +154.6% |
| 5Y | +689.7% | +135.1% | +554.6% | +241.9% |
| All | +1,033.9% | +809.1% | +224.8% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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