+667.7%
FLEX vs VUG
+1,251.8%
-584.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.1% |
| 7D | -0.9% | -0.1% | -0.8% | -0.8% |
| 30D | -10.1% | -0.3% | -9.8% | -9.7% |
| 3M | -31.3% | -0.7% | -30.7% | -30.0% |
| 6M | +71.3% | +14.6% | +56.6% | +46.5% |
| YTD | +81.2% | +9.0% | +72.2% | +65.8% |
| 1Y | +98.5% | +14.9% | +83.6% | +70.4% |
| 3Y | +428.2% | +86.0% | +342.2% | +141.7% |
| 5Y | +657.3% | +76.7% | +580.6% | +257.1% |
| 10Y | +995.9% | +411.3% | +584.6% | +13.3% |
| All | +667.7% | +1,251.8% | -584.1% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling