+409.6%
VUG vs FLR
+18.3%
+391.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -1.9% | -6.9% | +5.0% | -1.0% |
| 30D | -1.6% | +1.1% | -2.7% | -1.8% |
| 3M | +4.4% | +14.3% | -9.9% | +2.1% |
| 6M | +13.2% | +19.1% | -5.9% | +9.6% |
| YTD | +7.5% | +35.1% | -27.6% | +2.2% |
| 1Y | +12.5% | +29.5% | -17.0% | +7.3% |
| 3Y | +86.0% | +53.0% | +33.0% | +70.5% |
| 5Y | +76.5% | +238.9% | -162.4% | +46.5% |
| All | +409.6% | +18.3% | +391.3% | +358.3% |
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