+3.0%
FLR vs VO
+197.6%
-194.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +5.4% | +3.1% | +2.3% | +1.0% |
| 30D | +2.8% | +2.2% | +0.6% | -0.2% |
| 3M | -6.4% | -2.5% | -3.9% | -2.6% |
| 6M | +8.8% | +7.0% | +1.8% | -0.3% |
| YTD | +23.6% | +14.0% | +9.6% | +4.2% |
| 1Y | +13.8% | +15.6% | -1.8% | -6.0% |
| 3Y | +36.5% | +66.2% | -29.7% | -30.2% |
| 5Y | +119.3% | +36.6% | +82.7% | +46.5% |
| All | +3.0% | +197.6% | -194.6% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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