+47.7%
VMC vs FLR
+245.1%
-197.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.7% |
| 7D | -5.3% | -3.1% | -2.2% | -4.8% |
| 30D | -12.3% | +4.9% | -17.2% | -13.1% |
| 3M | -10.3% | +10.8% | -21.1% | -12.6% |
| 6M | -8.6% | +19.7% | -28.2% | -12.7% |
| YTD | -11.9% | +38.4% | -50.2% | -18.5% |
| 1Y | -13.9% | +34.7% | -48.6% | -20.3% |
| 3Y | +18.2% | +56.7% | -38.5% | +0.5% |
| 5Y | +47.7% | +241.6% | -193.9% | +3.6% |
| All | +47.7% | +245.1% | -197.3% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling