+1,112.0%
VST vs FLR
+11.0%
+1,101.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.3% | +7.2% | +9.7% |
| 7D | -9.8% | -0.8% | -9.0% | -9.5% |
| 30D | -25.1% | -9.1% | -16.0% | -23.0% |
| 3M | -11.6% | -4.7% | -6.9% | -10.9% |
| 6M | -20.9% | -14.2% | -6.7% | -18.4% |
| YTD | -22.3% | +17.3% | -39.6% | -26.1% |
| 1Y | -32.0% | +4.3% | -36.3% | -33.3% |
| 3Y | +262.4% | +30.7% | +231.6% | +236.7% |
| 5Y | +563.4% | +101.3% | +462.1% | +452.7% |
| All | +1,112.0% | +11.0% | +1,101.0% | +809.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling