+1,855.0%
VRT vs FLR
+4.7%
+1,850.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -17.7% | +5.1% | -22.8% | -18.7% |
| 30D | -20.0% | -0.5% | -19.5% | -19.4% |
| 3M | -28.1% | -3.5% | -24.6% | -26.8% |
| 6M | -42.8% | +16.5% | -59.3% | -45.3% |
| YTD | +20.0% | +27.3% | -7.3% | +11.5% |
| 1Y | +3.5% | +10.6% | -7.1% | +0.4% |
| 3Y | +366.1% | +39.4% | +326.7% | +329.0% |
| 5Y | +632.2% | +126.4% | +505.8% | +499.0% |
| All | +1,855.0% | +4.7% | +1,850.3% | +935.2% |
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