+67.0%
VSH vs FLR
+245.1%
-178.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +2.0% |
| 7D | +3.5% | -3.1% | +6.7% | +4.7% |
| 30D | -4.4% | +4.9% | -9.3% | -6.4% |
| 3M | -45.8% | +10.8% | -56.6% | -47.5% |
| 6M | +90.1% | +19.7% | +70.5% | +78.1% |
| YTD | +120.3% | +38.4% | +82.0% | +96.3% |
| 1Y | +112.2% | +34.7% | +77.5% | +91.0% |
| 3Y | +36.6% | +56.7% | -20.1% | +10.7% |
| 5Y | +67.0% | +241.6% | -174.6% | +7.2% |
| All | +67.0% | +245.1% | -178.0% | +7.2% |
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