+221.5%
FLR vs VSXY
+37.5%
+183.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.7% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +4.2% | -18.7% | +22.8% | +7.4% |
| 3M | +8.1% | -4.0% | +12.0% | +8.1% |
| 6M | +21.5% | +67.5% | -46.0% | +8.9% |
| YTD | +36.8% | +39.7% | -2.9% | +25.6% |
| 1Y | +31.2% | +180.0% | -148.8% | +6.2% |
| 3Y | +53.9% | +337.3% | -283.4% | +8.1% |
| 5Y | +243.0% | +22.7% | +220.4% | +177.4% |
| All | +221.5% | +37.5% | +183.9% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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