+379.1%
V vs FLR
+19.7%
+359.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | -1.2% | -3.5% | +2.3% | -0.8% |
| 30D | +3.1% | +4.2% | -1.1% | +2.4% |
| 3M | +16.3% | +8.1% | +8.3% | +14.5% |
| 6M | +20.4% | +21.5% | -1.2% | +16.0% |
| YTD | +6.3% | +36.8% | -30.5% | +0.6% |
| 1Y | +8.7% | +31.2% | -22.5% | +3.2% |
| 3Y | +53.3% | +53.9% | -0.6% | +38.6% |
| 5Y | +71.1% | +243.0% | -172.0% | +36.7% |
| All | +379.1% | +19.7% | +359.4% | +307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling