+424.8%
FLEX vs VUG
+62.0%
+362.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -2.9% |
| 7D | +7.5% | +2.5% | +4.9% | +4.8% |
| 30D | -25.3% | -6.3% | -19.0% | -18.5% |
| 3M | -39.7% | -6.0% | -33.6% | -34.0% |
| 6M | -47.9% | -3.5% | -44.3% | -44.1% |
| YTD | +24.1% | +3.9% | +20.2% | +24.2% |
| 1Y | +26.0% | +5.1% | +20.8% | +24.9% |
| 3Y | +282.7% | +77.9% | +204.8% | +138.1% |
| All | +424.8% | +62.0% | +362.7% | +240.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling