+425.8%
VRTX vs FLR
+18.3%
+407.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -1.1% |
| 7D | -7.8% | -6.9% | -0.9% | -7.3% |
| 30D | -2.8% | +1.1% | -4.0% | -3.0% |
| 3M | +18.1% | +14.3% | +3.8% | +16.5% |
| 6M | +3.1% | +19.1% | -16.0% | +1.0% |
| YTD | +13.5% | +35.1% | -21.6% | +10.0% |
| 1Y | +32.4% | +29.5% | +3.0% | +28.5% |
| 3Y | +50.0% | +53.0% | -3.0% | +40.7% |
| 5Y | +172.9% | +238.9% | -66.0% | +134.5% |
| All | +425.8% | +18.3% | +407.5% | +396.8% |
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 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