+762.3%
FLEX vs VIG
+650.0%
+112.3%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -3.1% |
| 7D | -13.6% | +1.0% | -14.6% | -14.7% |
| 30D | -36.5% | +4.5% | -41.0% | -40.6% |
| 3M | -36.4% | +2.1% | -38.5% | -38.2% |
| 6M | -46.5% | +10.5% | -57.0% | -53.8% |
| YTD | +25.9% | +15.1% | +10.9% | +3.0% |
| 1Y | +19.6% | +16.9% | +2.7% | -4.2% |
| 3Y | +287.0% | +65.6% | +221.4% | +87.6% |
| 5Y | +466.6% | +64.4% | +402.2% | +180.1% |
| 10Y | +626.9% | +260.6% | +366.3% | +13.5% |
| All | +762.3% | +650.0% | +112.3% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling