+38.4%
VFC vs FLR
+8.4%
+30.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.5% |
| 7D | +1.6% | +5.4% | -3.8% | +0.5% |
| 30D | +25.5% | +2.8% | +22.7% | +24.6% |
| 3M | +41.3% | -6.4% | +47.7% | +42.7% |
| 6M | +22.2% | +8.8% | +13.4% | +16.5% |
| YTD | +16.4% | +23.6% | -7.2% | +3.8% |
| 1Y | +38.4% | +13.8% | +24.6% | +28.7% |
| All | +38.4% | +8.4% | +30.1% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling