+76.3%
VUG vs FLR
+248.0%
-171.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | -1.4% | -0.7% | -0.8% | -1.5% |
| 3M | +2.3% | +14.3% | -12.0% | -1.2% |
| 6M | +15.7% | +25.6% | -9.9% | +8.6% |
| YTD | +8.6% | +42.9% | -34.3% | -1.1% |
| 1Y | +14.1% | +38.7% | -24.7% | +4.0% |
| 3Y | +87.9% | +61.8% | +26.1% | +58.0% |
| 5Y | +76.3% | +254.1% | -177.8% | +26.6% |
| All | +76.3% | +248.0% | -171.7% | +26.6% |
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