+1,060.6%
FLEX vs VUG
+408.5%
+652.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.8% |
| 7D | +7.0% | +0.9% | +6.1% | +5.9% |
| 30D | -5.8% | -1.4% | -4.4% | -4.1% |
| 3M | -24.2% | +2.3% | -26.5% | -25.5% |
| 6M | +90.8% | +15.7% | +75.1% | +64.8% |
| YTD | +89.2% | +8.6% | +80.6% | +75.9% |
| 1Y | +104.7% | +14.1% | +90.7% | +81.0% |
| 3Y | +478.1% | +87.9% | +390.2% | +196.3% |
| 5Y | +726.2% | +76.3% | +649.9% | +350.6% |
| 10Y | +1,060.6% | +409.7% | +650.9% | +84.9% |
| All | +1,060.6% | +408.5% | +652.1% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling