+816.9%
VMC vs FLR
+513.8%
+303.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -1.3% | +5.4% | -6.6% | -2.9% |
| 30D | +15.5% | +2.8% | +12.6% | +14.1% |
| 3M | +0.6% | -6.4% | +7.0% | +1.9% |
| 6M | +2.1% | +8.8% | -6.7% | -2.9% |
| YTD | -1.6% | +23.6% | -25.2% | -11.4% |
| 1Y | -1.2% | +13.8% | -15.0% | -8.8% |
| 3Y | +35.3% | +36.5% | -1.1% | +9.5% |
| 5Y | +43.6% | +119.3% | -75.7% | -5.7% |
| 10Y | +126.7% | +8.0% | +118.8% | +42.8% |
| All | +816.9% | +513.8% | +303.0% | +211.7% |
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