+1,060.6%
FLEX vs VIG
+240.3%
+820.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +5.6% |
| 7D | +7.0% | -0.4% | +7.4% | +7.6% |
| 30D | -5.8% | -2.1% | -3.7% | -2.9% |
| 3M | -24.2% | +3.3% | -27.6% | -27.8% |
| 6M | +90.8% | +9.3% | +81.5% | +68.6% |
| YTD | +89.2% | +10.1% | +79.0% | +65.5% |
| 1Y | +104.7% | +14.7% | +90.0% | +69.5% |
| 3Y | +478.1% | +56.9% | +421.1% | +211.6% |
| 5Y | +726.2% | +62.9% | +663.3% | +327.3% |
| 10Y | +1,060.6% | +241.3% | +819.3% | +150.6% |
| All | +1,060.6% | +240.3% | +820.3% | +150.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling