+15.4%
FLR vs VO
+197.9%
-182.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.0% |
| 7D | -6.9% | -2.5% | -4.4% | -3.4% |
| 30D | +1.1% | -3.2% | +4.4% | +6.0% |
| 3M | +14.3% | +3.9% | +10.4% | +8.5% |
| 6M | +19.1% | +9.6% | +9.5% | +5.4% |
| YTD | +35.1% | +11.6% | +23.5% | +17.0% |
| 1Y | +29.5% | +12.6% | +16.9% | +11.1% |
| 3Y | +53.0% | +55.4% | -2.4% | -14.0% |
| 5Y | +238.9% | +41.8% | +197.1% | +113.1% |
| All | +15.4% | +197.9% | -182.5% | -70.1% |
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