+1,199.2%
VUG vs FLR
+234.4%
+964.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.2% |
| 7D | +4.4% | +10.1% | -5.7% | +2.3% |
| 30D | -7.3% | -0.5% | -6.9% | -7.3% |
| 3M | -4.2% | -4.8% | +0.6% | -3.5% |
| 6M | -1.6% | +10.7% | -12.3% | -4.7% |
| YTD | +4.9% | +25.0% | -20.1% | -1.9% |
| 1Y | +3.8% | +8.3% | -4.5% | -0.1% |
| 3Y | +79.4% | +36.8% | +42.6% | +58.4% |
| 5Y | +63.9% | +121.8% | -57.9% | +27.1% |
| 10Y | +404.0% | +9.2% | +394.9% | +297.2% |
| All | +1,199.2% | +234.4% | +964.8% | +589.8% |
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