+166.3%
VSH vs FLR
+603.8%
-437.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.8% | +5.3% |
| 7D | +4.1% | +5.4% | -1.4% | +1.9% |
| 30D | -4.2% | +11.4% | -15.5% | -8.2% |
| 3M | -50.0% | +11.4% | -61.4% | -51.4% |
| 6M | +80.2% | +16.6% | +63.5% | +71.0% |
| YTD | +121.1% | +41.7% | +79.4% | +95.4% |
| 1Y | +112.0% | +35.4% | +76.6% | +90.3% |
| 3Y | +22.5% | +57.3% | -34.8% | -0.9% |
| 5Y | +64.0% | +241.0% | -176.9% | -4.8% |
| 10Y | +170.4% | +16.6% | +153.7% | +80.2% |
| All | +166.3% | +603.8% | -437.5% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling