-51.4%
VG vs FLR
-15.8%
-35.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.6% |
| 7D | -22.0% | -0.8% | -21.2% | -21.9% |
| 30D | -11.6% | -9.1% | -2.5% | -10.0% |
| 3M | -14.9% | -4.7% | -10.2% | -15.2% |
| 6M | -3.5% | -14.2% | +10.7% | -2.1% |
| YTD | +70.0% | +17.3% | +52.7% | +48.1% |
| 1Y | +50.0% | +4.3% | +45.7% | +38.0% |
| All | -51.4% | -15.8% | -35.5% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling