-25.5%
VFC vs FLR
+60.4%
-85.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | +0.8% | +0.7% | +0.2% | +0.6% |
| 30D | -11.9% | -0.7% | -11.3% | -12.1% |
| 3M | -20.2% | +14.3% | -34.5% | -25.1% |
| 6M | -23.0% | +25.6% | -48.6% | -31.6% |
| YTD | -26.2% | +42.9% | -69.1% | -38.0% |
| 1Y | -13.3% | +38.7% | -52.1% | -27.1% |
| 3Y | -25.5% | +61.8% | -87.2% | -53.5% |
| All | -25.5% | +60.4% | -85.9% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling