+769.3%
VST vs FLR
+242.2%
+527.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.9% | +4.5% |
| 7D | +8.9% | +5.4% | +3.5% | +6.5% |
| 30D | +6.2% | +11.4% | -5.2% | +0.3% |
| 3M | -2.7% | +11.4% | -14.1% | -8.3% |
| 6M | -8.4% | +16.6% | -25.0% | -15.9% |
| YTD | -7.2% | +41.7% | -48.9% | -21.8% |
| 1Y | -20.9% | +35.4% | -56.3% | -32.3% |
| 3Y | +384.0% | +57.3% | +326.7% | +289.9% |
| All | +769.3% | +242.2% | +527.1% | +442.7% |
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