+285.9%
VFC vs FLR
+603.8%
-317.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.9% |
| 7D | -1.6% | +5.4% | -7.0% | -3.0% |
| 30D | -11.6% | +11.4% | -23.0% | -14.5% |
| 3M | -18.1% | +11.4% | -29.5% | -21.0% |
| 6M | -27.4% | +16.6% | -44.0% | -31.2% |
| YTD | -24.8% | +41.7% | -66.5% | -32.3% |
| 1Y | -8.2% | +35.4% | -43.6% | -16.8% |
| 3Y | -29.1% | +57.3% | -86.4% | -39.5% |
| 5Y | -79.2% | +241.0% | -320.1% | -85.6% |
| 10Y | -68.1% | +16.6% | -84.8% | -75.7% |
| All | +285.9% | +603.8% | -317.9% | +81.5% |
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 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