+1,024.4%
VRT vs FLR
+248.0%
+776.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.2% |
| 7D | +13.6% | +0.7% | +13.0% | +13.2% |
| 30D | +6.8% | -0.7% | +7.4% | +6.6% |
| 3M | -3.2% | +14.3% | -17.6% | -11.0% |
| 6M | +20.3% | +25.6% | -5.3% | +4.1% |
| YTD | +79.6% | +42.9% | +36.7% | +44.2% |
| 1Y | +139.0% | +38.7% | +100.3% | +94.9% |
| 3Y | +644.6% | +61.8% | +582.8% | +462.2% |
| 5Y | +1,024.4% | +254.1% | +770.3% | +613.7% |
| All | +1,024.4% | +248.0% | +776.4% | +613.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling