+16.8%
FLR vs VIG
+250.0%
-233.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.2% |
| 7D | -3.5% | -1.1% | -2.4% | -2.0% |
| 30D | +4.2% | -2.7% | +6.9% | +8.3% |
| 3M | +8.1% | +2.5% | +5.5% | +4.2% |
| 6M | +21.5% | +9.2% | +12.3% | +7.6% |
| YTD | +36.8% | +9.8% | +26.9% | +20.6% |
| 1Y | +31.2% | +12.4% | +18.8% | +12.5% |
| 3Y | +53.9% | +55.9% | -2.0% | -14.3% |
| 5Y | +243.0% | +63.9% | +179.1% | +77.0% |
| All | +16.8% | +250.0% | -233.2% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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