+229.7%
FLR vs VO
+825.6%
-595.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +5.4% | +3.1% | +2.3% | +1.2% |
| 30D | +2.8% | +2.2% | +0.6% | -0.1% |
| 3M | -6.4% | -2.5% | -3.9% | -2.7% |
| 6M | +8.8% | +7.0% | +1.8% | -0.1% |
| YTD | +23.6% | +14.0% | +9.6% | +4.7% |
| 1Y | +13.8% | +15.6% | -1.8% | -5.5% |
| 3Y | +36.5% | +66.2% | -29.7% | -29.3% |
| 5Y | +119.3% | +36.6% | +82.7% | +45.5% |
| 10Y | +8.0% | +199.0% | -191.0% | -73.4% |
| All | +229.7% | +825.6% | -595.9% | -77.6% |
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