+1,187.3%
VUG vs FLR
+230.7%
+956.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +2.5% | +5.4% | -2.9% | +1.3% |
| 30D | -6.3% | +2.8% | -9.1% | -6.9% |
| 3M | -6.0% | -6.4% | +0.4% | -5.0% |
| 6M | -3.5% | +8.8% | -12.3% | -6.3% |
| YTD | +3.9% | +23.6% | -19.7% | -2.6% |
| 1Y | +5.1% | +13.8% | -8.7% | +0.2% |
| 3Y | +77.9% | +36.5% | +41.4% | +57.1% |
| 5Y | +62.4% | +119.3% | -56.9% | +26.2% |
| 10Y | +399.4% | +8.0% | +391.4% | +294.4% |
| All | +1,187.3% | +230.7% | +956.6% | +585.1% |
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