+2,723.0%
VRT vs FLR
+16.5%
+2,706.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +5.1% |
| 7D | +9.1% | +5.4% | +3.7% | +7.3% |
| 30D | +0.9% | +11.4% | -10.5% | -3.2% |
| 3M | -13.4% | +11.4% | -24.8% | -16.5% |
| 6M | +11.7% | +16.6% | -4.9% | +5.7% |
| YTD | +73.2% | +41.7% | +31.5% | +54.5% |
| 1Y | +123.4% | +35.4% | +88.0% | +102.4% |
| 3Y | +606.2% | +57.3% | +548.9% | +521.4% |
| 5Y | +899.9% | +241.0% | +658.9% | +635.5% |
| All | +2,723.0% | +16.5% | +2,706.5% | +1,334.8% |
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 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