+25.7%
FLR vs VIG
+655.8%
-630.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +5.4% | +3.5% | +1.9% | +0.1% |
| 30D | +2.8% | +4.9% | -2.1% | -4.6% |
| 3M | -6.4% | +2.5% | -8.9% | -9.9% |
| 6M | +8.8% | +11.0% | -2.3% | -7.2% |
| YTD | +23.6% | +16.0% | +7.6% | -0.9% |
| 1Y | +13.8% | +17.5% | -3.7% | -10.5% |
| 3Y | +36.5% | +67.0% | -30.5% | -36.1% |
| 5Y | +119.3% | +64.8% | +54.6% | +3.3% |
| 10Y | +8.0% | +263.6% | -255.6% | -84.8% |
| All | +25.7% | +655.8% | -630.1% | -94.1% |
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