+172.5%
VEA vs FLR
+17.6%
+155.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | +0.8% | -0.7% | +1.4% | +0.7% |
| 3M | +5.7% | +14.3% | -8.6% | +1.7% |
| 6M | +13.3% | +25.6% | -12.3% | +5.9% |
| YTD | +18.4% | +42.9% | -24.5% | +7.2% |
| 1Y | +27.0% | +38.7% | -11.8% | +15.0% |
| 3Y | +79.3% | +61.8% | +17.5% | +49.0% |
| 5Y | +62.1% | +254.1% | -192.0% | +7.0% |
| 10Y | +160.3% | +20.0% | +140.2% | +94.1% |
| All | +172.5% | +17.6% | +155.0% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling