-69.9%
VFC vs FLR
+18.3%
-88.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.1% |
| 7D | -3.3% | -6.9% | +3.6% | -1.8% |
| 30D | -14.0% | +1.1% | -15.1% | -14.4% |
| 3M | -22.6% | +14.3% | -36.9% | -25.3% |
| 6M | -24.7% | +19.1% | -43.8% | -28.6% |
| YTD | -29.0% | +35.1% | -64.1% | -34.5% |
| 1Y | -13.8% | +29.5% | -43.3% | -20.0% |
| 3Y | -28.2% | +53.0% | -81.2% | -37.0% |
| 5Y | -79.0% | +238.9% | -317.9% | -84.2% |
| All | -69.9% | +18.3% | -88.2% | -74.8% |
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