+231.3%
FLR vs VYM
+77.5%
+153.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.2% |
| 7D | -3.5% | -0.8% | -2.7% | -2.3% |
| 30D | +4.2% | -2.2% | +6.4% | +7.8% |
| 3M | +8.1% | +3.1% | +5.0% | +3.2% |
| 6M | +21.5% | +9.7% | +11.8% | +6.2% |
| YTD | +36.8% | +14.9% | +21.9% | +11.9% |
| 1Y | +31.2% | +17.6% | +13.6% | +4.1% |
| 3Y | +53.9% | +65.3% | -11.4% | -23.2% |
| All | +231.3% | +77.5% | +153.8% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling