+22.7%
VWO vs FLR
+31.2%
-8.5%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +1.1% |
| 7D | +1.1% | +5.4% | -4.4% | +0.1% |
| 30D | +2.4% | +11.4% | -9.0% | +0.1% |
| 3M | +2.0% | +11.4% | -9.4% | -0.6% |
| 6M | +10.7% | +16.6% | -6.0% | +6.0% |
| YTD | +14.4% | +41.7% | -27.3% | +6.8% |
| 1Y | +22.7% | +35.4% | -12.7% | +15.8% |
| All | +22.7% | +31.2% | -8.5% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling