+667.7%
FLEX vs VGT
+2,283.9%
-1,616.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.1% |
| 7D | -0.9% | +1.0% | -1.9% | -2.1% |
| 30D | -10.1% | +1.3% | -11.4% | -11.3% |
| 3M | -31.3% | -1.1% | -30.2% | -29.2% |
| 6M | +71.3% | +32.6% | +38.6% | +26.4% |
| YTD | +81.2% | +29.0% | +52.3% | +38.6% |
| 1Y | +98.5% | +39.7% | +58.8% | +38.9% |
| 3Y | +428.2% | +120.9% | +307.3% | +113.8% |
| 5Y | +657.3% | +133.6% | +523.7% | +174.5% |
| 10Y | +995.9% | +792.6% | +203.4% | -32.8% |
| All | +667.7% | +2,283.9% | -1,616.2% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling