+651.7%
FLEX vs VUG
+405.4%
+246.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +1.8% |
| 7D | +2.2% | -1.1% | +3.3% | +4.5% |
| 30D | -32.6% | -7.0% | -25.6% | -25.4% |
| 3M | -35.5% | -3.7% | -31.8% | -31.2% |
| 6M | -45.6% | -1.6% | -43.9% | -42.8% |
| YTD | +30.7% | +5.1% | +25.6% | +28.6% |
| 1Y | +28.4% | +3.8% | +24.6% | +28.5% |
| 3Y | +301.7% | +79.9% | +221.8% | +121.1% |
| 5Y | +473.3% | +66.4% | +406.9% | +241.9% |
| 10Y | +651.7% | +405.3% | +246.5% | +19.5% |
| All | +651.7% | +405.4% | +246.4% | +19.5% |
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