-67.7%
VFC vs FLR
+126.4%
-194.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +3.5% | +5.1% | -1.6% | +1.7% |
| 30D | +38.3% | -0.5% | +38.7% | +37.9% |
| 3M | +40.2% | -3.5% | +43.6% | +40.6% |
| 6M | +10.6% | +16.5% | -5.8% | +2.4% |
| YTD | +16.7% | +27.3% | -10.5% | +3.3% |
| 1Y | +45.0% | +10.6% | +34.3% | +34.7% |
| 3Y | +48.8% | +39.4% | +9.4% | +16.7% |
| All | -67.7% | +126.4% | -194.0% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling