+61.8%
VNQ vs FLR
+19.7%
+42.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -1.3% | -3.5% | +2.2% | -0.9% |
| 30D | -2.6% | +4.2% | -6.8% | -3.1% |
| 3M | -2.0% | +8.1% | -10.1% | -3.3% |
| 6M | +4.3% | +21.5% | -17.2% | +1.0% |
| YTD | +9.2% | +36.8% | -27.5% | +4.1% |
| 1Y | +5.6% | +31.2% | -25.6% | +0.8% |
| 3Y | +30.8% | +53.9% | -23.0% | +19.5% |
| 5Y | +8.0% | +243.0% | -235.1% | -11.3% |
| All | +61.8% | +19.7% | +42.0% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling