+12.8%
VG vs FLR
+31.2%
-18.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.7% |
| 7D | +1.7% | +5.4% | -3.7% | +2.4% |
| 30D | +16.0% | +11.4% | +4.6% | +17.9% |
| 3M | +9.7% | +11.4% | -1.7% | +12.0% |
| 6M | +29.6% | +16.6% | +12.9% | +34.5% |
| YTD | +112.0% | +41.7% | +70.3% | +110.5% |
| 1Y | +12.8% | +35.4% | -22.6% | +23.4% |
| All | +12.8% | +31.2% | -18.4% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling