+107.3%
FLR vs VIG
+64.4%
+42.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +5.4% | +3.5% | +1.9% | +0.8% |
| 30D | +2.8% | +4.9% | -2.1% | -3.6% |
| 3M | -6.4% | +2.5% | -8.9% | -9.4% |
| 6M | +8.8% | +11.0% | -2.3% | -5.2% |
| YTD | +23.6% | +16.0% | +7.6% | +2.3% |
| 1Y | +13.8% | +17.5% | -3.7% | -7.3% |
| 3Y | +36.5% | +67.0% | -30.5% | -24.2% |
| All | +107.3% | +64.4% | +42.8% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling