+278.1%
FLR vs VO
+827.2%
-549.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.0% |
| 7D | +5.4% | -0.3% | +5.7% | +5.8% |
| 30D | +11.4% | -0.3% | +11.7% | +12.0% |
| 3M | +11.4% | +2.9% | +8.5% | +7.4% |
| 6M | +16.6% | +9.3% | +7.3% | +4.0% |
| YTD | +41.7% | +14.2% | +27.5% | +19.3% |
| 1Y | +35.4% | +15.3% | +20.2% | +12.9% |
| 3Y | +57.3% | +56.2% | +1.1% | -11.5% |
| 5Y | +241.0% | +42.4% | +198.5% | +113.6% |
| 10Y | +16.6% | +194.7% | -178.1% | -70.8% |
| All | +278.1% | +827.2% | -549.1% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling