+663.2%
FLEX vs VIG
+63.1%
+600.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.2% |
| 7D | -0.9% | -0.4% | -0.5% | -0.2% |
| 30D | -10.1% | -1.0% | -9.2% | -8.9% |
| 3M | -31.3% | +2.8% | -34.1% | -34.1% |
| 6M | +71.3% | +8.2% | +63.1% | +52.8% |
| YTD | +81.2% | +11.0% | +70.2% | +55.7% |
| 1Y | +98.5% | +16.1% | +82.4% | +60.2% |
| 3Y | +428.2% | +56.2% | +372.1% | +188.1% |
| All | +663.2% | +63.1% | +600.1% | +281.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling