+644.7%
FLEX vs VGT
+730.3%
-85.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.5% |
| 7D | +17.1% | +5.6% | +11.4% | +10.5% |
| 30D | -29.5% | -10.6% | -19.0% | -18.9% |
| 3M | -37.3% | -6.9% | -30.4% | -30.5% |
| 6M | -44.1% | +0.9% | -45.0% | -42.3% |
| YTD | +29.3% | +20.4% | +8.9% | +12.9% |
| 1Y | +24.2% | +17.4% | +6.8% | +11.7% |
| 3Y | +297.3% | +106.3% | +191.1% | +105.9% |
| 5Y | +446.2% | +107.9% | +338.3% | +176.0% |
| All | +644.7% | +730.3% | -85.6% | -1.6% |
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