+25.0%
FLEX vs VUG
+4.9%
+20.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.5% | -13.9% | -15.5% |
| 7D | -17.0% | -3.0% | -14.0% | -11.6% |
| 30D | -33.8% | -6.4% | -27.4% | -23.3% |
| 3M | -39.0% | -3.2% | -35.8% | -33.8% |
| 6M | -15.9% | +3.1% | -19.0% | -18.2% |
| YTD | +27.8% | +6.3% | +21.6% | +16.3% |
| 1Y | +25.0% | +5.2% | +19.8% | +16.6% |
| All | +25.0% | +4.9% | +20.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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