+123.4%
VRT vs FLR
+31.2%
+92.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +5.7% |
| 7D | +9.1% | +5.4% | +3.7% | +5.8% |
| 30D | +0.9% | +11.4% | -10.5% | -6.7% |
| 3M | -13.4% | +11.4% | -24.8% | -19.3% |
| 6M | +11.7% | +16.6% | -4.9% | -0.5% |
| YTD | +73.2% | +41.7% | +31.5% | +32.6% |
| 1Y | +123.4% | +35.4% | +88.0% | +72.8% |
| All | +123.4% | +31.2% | +92.2% | +72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling