+3.0%
FLR vs VYM
+21.8%
-18.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -3.1% |
| 7D | +1.4% | +1.2% | +0.2% | -0.9% |
| 30D | -5.9% | +5.2% | -11.2% | -15.3% |
| 3M | -7.6% | +0.5% | -8.2% | -8.6% |
| 6M | -9.3% | +7.7% | -17.0% | -21.9% |
| YTD | +20.1% | +17.2% | +3.0% | -13.5% |
| 1Y | +3.0% | +21.7% | -18.6% | -32.0% |
| All | +3.0% | +21.8% | -18.8% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling