+61.8%
FLR vs VO
+57.7%
+4.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.8% |
| 7D | +0.7% | +0.6% | 0.0% | -0.4% |
| 30D | -0.7% | -1.1% | +0.4% | +1.0% |
| 3M | +14.3% | +4.5% | +9.8% | +6.5% |
| 6M | +25.6% | +11.1% | +14.5% | +6.8% |
| YTD | +42.9% | +13.5% | +29.3% | +17.6% |
| 1Y | +38.7% | +14.5% | +24.3% | +13.2% |
| 3Y | +61.8% | +58.1% | +3.7% | -15.4% |
| All | +61.8% | +57.7% | +4.0% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling