+46.0%
VSH vs FLR
+114.4%
-68.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.5% | -3.7% |
| 7D | +26.2% | +10.1% | +16.1% | +21.3% |
| 30D | -12.5% | -0.5% | -12.0% | -11.5% |
| 3M | -16.9% | -4.8% | -12.1% | -14.5% |
| 6M | -17.0% | +10.7% | -27.7% | -18.0% |
| YTD | +93.8% | +25.0% | +68.9% | +81.2% |
| 1Y | +99.3% | +8.3% | +91.1% | +95.8% |
| 3Y | +35.0% | +36.8% | -1.8% | +15.3% |
| All | +46.0% | +114.4% | -68.4% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling