+44.1%
FLR vs VIG
+623.5%
-579.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.6% |
| 7D | +5.4% | -0.4% | +5.9% | +6.1% |
| 30D | +11.4% | -1.0% | +12.4% | +13.0% |
| 3M | +11.4% | +2.8% | +8.6% | +6.9% |
| 6M | +16.6% | +8.2% | +8.4% | +3.8% |
| YTD | +41.7% | +11.0% | +30.7% | +21.5% |
| 1Y | +35.4% | +16.1% | +19.3% | +8.7% |
| 3Y | +57.3% | +56.2% | +1.2% | -18.2% |
| 5Y | +241.0% | +63.0% | +178.0% | +63.8% |
| 10Y | +16.6% | +241.4% | -224.8% | -81.9% |
| All | +44.1% | +623.5% | -579.4% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling