+762.6%
VMC vs FLR
+603.8%
+158.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.3% | +1.6% |
| 7D | -4.3% | +5.4% | -9.8% | -6.0% |
| 30D | -8.2% | +11.4% | -19.6% | -12.0% |
| 3M | -7.0% | +11.4% | -18.5% | -11.6% |
| 6M | -10.8% | +16.6% | -27.4% | -17.1% |
| YTD | -7.4% | +41.7% | -49.1% | -19.6% |
| 1Y | -9.5% | +35.4% | -44.9% | -21.0% |
| 3Y | +20.5% | +57.3% | -36.8% | -6.5% |
| 5Y | +51.6% | +241.0% | -189.4% | -14.2% |
| 10Y | +150.0% | +16.6% | +133.4% | +54.6% |
| All | +762.6% | +603.8% | +158.8% | +182.7% |
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