+2,545.5%
VRT vs FLR
+13.8%
+2,531.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.2% | -6.4% | -8.6% |
| 7D | +2.4% | -3.1% | +5.5% | +3.5% |
| 30D | -2.7% | +4.9% | -7.6% | -4.1% |
| 3M | -9.2% | +10.8% | -20.0% | -12.3% |
| 6M | -0.5% | +19.7% | -20.2% | -6.5% |
| YTD | +62.3% | +38.4% | +24.0% | +46.1% |
| 1Y | +109.6% | +34.7% | +74.9% | +90.4% |
| 3Y | +573.1% | +56.7% | +516.4% | +494.7% |
| 5Y | +953.6% | +241.6% | +712.0% | +677.4% |
| All | +2,545.5% | +13.8% | +2,531.8% | +1,255.9% |
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