+389.1%
FLEX vs VUG
+1,157.1%
-768.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +3.3% |
| 7D | -19.3% | -3.4% | -15.9% | -15.2% |
| 30D | -41.5% | -11.1% | -30.4% | -30.7% |
| 3M | -43.1% | -7.2% | -35.9% | -36.1% |
| 6M | -48.2% | -4.1% | -44.1% | -43.6% |
| YTD | +15.5% | +1.4% | +14.1% | +18.2% |
| 1Y | +10.2% | +1.9% | +8.3% | +12.3% |
| 3Y | +256.8% | +77.7% | +179.1% | +77.0% |
| 5Y | +408.2% | +57.6% | +350.6% | +184.7% |
| 10Y | +580.8% | +398.6% | +182.2% | -26.5% |
| All | +389.1% | +1,157.1% | -768.0% | -87.8% |
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