+4.1%
FLR vs VO
+197.6%
-193.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -0.9% |
| 7D | +10.1% | +2.9% | +7.1% | +5.8% |
| 30D | -0.5% | +1.0% | -1.5% | -1.7% |
| 3M | -4.8% | -1.7% | -3.1% | -2.1% |
| 6M | +10.7% | +6.7% | +4.0% | +1.8% |
| YTD | +25.0% | +14.0% | +11.0% | +5.3% |
| 1Y | +8.3% | +13.7% | -5.4% | -8.2% |
| 3Y | +36.8% | +65.8% | -29.0% | -29.8% |
| 5Y | +121.8% | +36.6% | +85.2% | +48.1% |
| All | +4.1% | +197.6% | -193.5% | -73.4% |
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