-79.0%
VFC vs FLR
+245.1%
-324.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.2% |
| 7D | -2.3% | -3.1% | +0.8% | -1.4% |
| 30D | -13.4% | +4.9% | -18.3% | -14.9% |
| 3M | -23.7% | +10.8% | -34.5% | -27.2% |
| 6M | -24.5% | +19.7% | -44.1% | -30.7% |
| YTD | -27.8% | +38.4% | -66.2% | -37.2% |
| 1Y | -13.5% | +34.7% | -48.1% | -24.6% |
| 3Y | -27.1% | +56.7% | -83.8% | -43.8% |
| 5Y | -79.0% | +241.6% | -320.6% | -86.7% |
| All | -79.0% | +245.1% | -324.1% | -86.7% |
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 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