+499.2%
VFC vs FLR
+532.1%
-32.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +3.5% | +5.1% | -1.6% | +2.2% |
| 30D | +38.3% | -0.5% | +38.7% | +38.0% |
| 3M | +40.2% | -3.5% | +43.6% | +40.5% |
| 6M | +10.6% | +16.5% | -5.8% | +4.9% |
| YTD | +16.7% | +27.3% | -10.5% | +7.5% |
| 1Y | +45.0% | +10.6% | +34.3% | +38.1% |
| 3Y | +48.8% | +39.4% | +9.4% | +30.4% |
| 5Y | -67.6% | +126.4% | -194.0% | -75.2% |
| 10Y | -47.5% | +8.4% | -55.9% | -59.3% |
| All | +499.2% | +532.1% | -32.9% | +188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling