+231.3%
FLR vs VSXY
+22.6%
+208.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.5% |
| 3M | +8.1% | -4.0% | +12.0% | +8.1% |
| 6M | +21.5% | +67.5% | -46.0% | +8.4% |
| YTD | +36.8% | +39.7% | -2.9% | +25.2% |
| 1Y | +31.2% | +180.0% | -148.8% | +5.1% |
| 3Y | +53.9% | +337.3% | -283.4% | +5.6% |
| All | +231.3% | +22.6% | +208.6% | +179.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling