+822.0%
VMC vs FLR
+520.6%
+301.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.8% |
| 7D | -1.7% | +10.1% | -11.8% | -4.6% |
| 30D | +15.3% | -0.5% | +15.7% | +15.0% |
| 3M | +0.3% | -4.8% | +5.1% | +1.1% |
| 6M | +0.9% | +10.7% | -9.8% | -4.5% |
| YTD | -1.0% | +25.0% | -26.0% | -11.2% |
| 1Y | -4.3% | +8.3% | -12.6% | -10.3% |
| 3Y | +35.3% | +36.8% | -1.5% | +9.4% |
| 5Y | +44.4% | +121.8% | -77.4% | -5.5% |
| 10Y | +128.0% | +9.2% | +118.8% | +43.1% |
| All | +822.0% | +520.6% | +301.4% | +212.4% |
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