+21.9%
VMC vs FLR
+61.1%
-39.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.8% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | -9.1% | -0.7% | -8.4% | -9.1% |
| 3M | -4.1% | +14.3% | -18.5% | -6.7% |
| 6M | -5.5% | +25.6% | -31.1% | -10.0% |
| YTD | -8.9% | +42.9% | -51.8% | -15.4% |
| 1Y | -12.9% | +38.7% | -51.7% | -19.1% |
| All | +21.9% | +61.1% | -39.1% | +1.2% |
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