+35.6%
VSH vs FLR
+60.4%
-24.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.4% |
| 7D | +6.2% | +0.7% | +5.6% | +5.8% |
| 30D | -11.1% | -0.7% | -10.5% | -11.0% |
| 3M | -44.9% | +14.3% | -59.2% | -47.8% |
| 6M | +90.0% | +25.6% | +64.4% | +71.3% |
| YTD | +118.8% | +42.9% | +75.9% | +87.0% |
| 1Y | +109.0% | +38.7% | +70.2% | +80.9% |
| 3Y | +35.6% | +61.8% | -26.1% | -2.5% |
| All | +35.6% | +60.4% | -24.8% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling