+53.7%
FLR vs VYM
+484.2%
-430.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.5% |
| 7D | -6.9% | -1.9% | -5.0% | -4.2% |
| 30D | +1.1% | -2.6% | +3.7% | +5.2% |
| 3M | +14.3% | +3.6% | +10.7% | +8.5% |
| 6M | +19.1% | +8.7% | +10.4% | +5.7% |
| YTD | +35.1% | +14.1% | +21.0% | +11.8% |
| 1Y | +29.5% | +17.8% | +11.7% | +2.4% |
| 3Y | +53.0% | +64.5% | -11.5% | -24.9% |
| 5Y | +238.9% | +77.5% | +161.4% | +49.6% |
| 10Y | +17.4% | +206.1% | -188.8% | -74.0% |
| All | +53.7% | +484.2% | -430.4% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling