+98.5%
FLEX vs VIG
+16.9%
+81.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.6% |
| 7D | -0.9% | -0.4% | -0.5% | +0.1% |
| 30D | -10.1% | -1.0% | -9.2% | -8.2% |
| 3M | -31.3% | +2.8% | -34.1% | -35.9% |
| 6M | +71.3% | +8.2% | +63.1% | +41.0% |
| YTD | +81.2% | +11.0% | +70.2% | +40.7% |
| 1Y | +98.5% | +16.1% | +82.4% | +41.6% |
| All | +98.5% | +16.9% | +81.6% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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