+382.8%
VNQ vs FLR
+199.8%
+183.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.3% |
| 7D | -2.6% | -6.9% | +4.2% | -1.0% |
| 30D | -2.3% | +1.1% | -3.5% | -2.8% |
| 3M | -2.8% | +14.3% | -17.1% | -7.0% |
| 6M | +2.5% | +19.1% | -16.6% | -3.9% |
| YTD | +8.4% | +35.1% | -26.7% | -2.0% |
| 1Y | +6.8% | +29.5% | -22.7% | -3.2% |
| 3Y | +29.9% | +53.0% | -23.1% | +6.6% |
| 5Y | +7.2% | +238.9% | -231.7% | -32.0% |
| 10Y | +62.5% | +17.4% | +45.1% | +12.3% |
| All | +382.8% | +199.8% | +183.0% | +123.1% |
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