+235.8%
FLR vs VSXY
+42.7%
+193.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.0% | +0.2% |
| 7D | +0.7% | -6.8% | +7.4% | +1.6% |
| 30D | -0.7% | -20.4% | +19.7% | +2.7% |
| 3M | +14.3% | +2.9% | +11.4% | +13.1% |
| 6M | +25.6% | +67.9% | -42.3% | +12.5% |
| YTD | +42.9% | +44.9% | -2.0% | +30.4% |
| 1Y | +38.7% | +205.9% | -167.2% | +10.6% |
| 3Y | +61.8% | +373.9% | -312.1% | +12.0% |
| 5Y | +254.1% | +23.5% | +230.6% | +185.3% |
| All | +235.8% | +42.7% | +193.2% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling