+228.7%
VTV vs FLR
+19.7%
+209.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -1.1% | -3.5% | +2.4% | -0.7% |
| 30D | -1.0% | +4.2% | -5.2% | -1.6% |
| 3M | +4.6% | +8.1% | -3.4% | +3.1% |
| 6M | +13.5% | +21.5% | -8.0% | +9.6% |
| YTD | +18.5% | +36.8% | -18.3% | +12.5% |
| 1Y | +22.9% | +31.2% | -8.3% | +16.9% |
| 3Y | +67.8% | +53.9% | +14.0% | +52.3% |
| 5Y | +81.8% | +243.0% | -161.2% | +46.3% |
| All | +228.7% | +19.7% | +209.0% | +189.5% |
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