+122.1%
VGT vs FLR
+52.3%
+69.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | -1.0% | -6.9% | +5.8% | +0.8% |
| 30D | -0.4% | +1.1% | -1.6% | -0.9% |
| 3M | +6.6% | +14.3% | -7.7% | +2.1% |
| 6M | +31.0% | +19.1% | +11.9% | +22.8% |
| YTD | +27.2% | +35.1% | -7.9% | +14.8% |
| 1Y | +34.5% | +29.5% | +5.0% | +22.1% |
| All | +122.1% | +52.3% | +69.7% | +80.6% |
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