+2,263.1%
VGT vs FLR
+282.3%
+1,980.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +1.8% | +0.7% | +1.2% | +1.7% |
| 30D | -0.3% | -0.7% | +0.3% | -0.3% |
| 3M | +3.4% | +14.3% | -11.0% | -0.2% |
| 6M | +35.0% | +25.6% | +9.4% | +26.7% |
| YTD | +28.8% | +42.9% | -14.1% | +17.2% |
| 1Y | +38.0% | +38.7% | -0.8% | +25.9% |
| 3Y | +125.8% | +61.8% | +64.0% | +92.7% |
| 5Y | +134.7% | +254.1% | -119.4% | +63.7% |
| 10Y | +792.6% | +20.0% | +772.6% | +591.7% |
| All | +2,263.1% | +282.3% | +1,980.8% | +1,031.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling