+608.4%
VST vs FLR
+112.0%
+496.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | +6.6% | +5.4% | +1.2% | +4.2% |
| 30D | -12.4% | +2.8% | -15.2% | -13.1% |
| 3M | -9.0% | -6.4% | -2.6% | -6.3% |
| 6M | -6.4% | +8.8% | -15.2% | -10.9% |
| YTD | -17.2% | +23.6% | -40.8% | -26.2% |
| 1Y | -22.0% | +13.8% | -35.8% | -27.9% |
| 3Y | +296.7% | +36.5% | +260.2% | +240.2% |
| All | +608.4% | +112.0% | +496.4% | +435.5% |
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 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