-46.6%
VG vs FLR
-8.3%
-38.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | +5.5% | +6.3% | -0.8% | +4.1% |
| 30D | -3.6% | +1.8% | -5.4% | -4.0% |
| 3M | -4.0% | -4.4% | +0.4% | -3.5% |
| 6M | +9.4% | +15.9% | -6.5% | +2.2% |
| YTD | +86.6% | +27.7% | +58.9% | +59.7% |
| 1Y | +69.5% | +11.6% | +57.9% | +54.4% |
| All | -46.6% | -8.3% | -38.3% | -57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling