+123.7%
VSH vs FLR
+513.8%
-390.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.8% |
| 7D | +14.3% | +5.4% | +9.0% | +12.4% |
| 30D | -7.9% | +2.8% | -10.7% | -8.0% |
| 3M | -19.9% | -6.4% | -13.5% | -17.2% |
| 6M | -30.5% | +8.8% | -39.3% | -31.0% |
| YTD | +85.7% | +23.6% | +62.1% | +74.3% |
| 1Y | +98.9% | +13.8% | +85.1% | +92.3% |
| 3Y | +32.1% | +36.5% | -4.4% | +14.0% |
| 5Y | +39.7% | +119.3% | -79.7% | -3.1% |
| 10Y | +117.6% | +8.0% | +109.6% | +51.3% |
| All | +123.7% | +513.8% | -390.2% | -48.6% |
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