+800.0%
VGT vs FLR
+19.7%
+780.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | -0.2% | -3.5% | +3.3% | +0.4% |
| 30D | -0.4% | +4.2% | -4.6% | -1.1% |
| 3M | +4.4% | +8.1% | -3.6% | +2.9% |
| 6M | +32.1% | +21.5% | +10.5% | +27.3% |
| YTD | +28.8% | +36.8% | -8.0% | +21.8% |
| 1Y | +35.3% | +31.2% | +4.1% | +28.5% |
| 3Y | +124.8% | +53.9% | +70.9% | +105.2% |
| 5Y | +137.9% | +243.0% | -105.1% | +95.3% |
| All | +800.0% | +19.7% | +780.2% | +727.3% |
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