+1,216.9%
VST vs FLR
+19.6%
+1,197.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.9% | +4.1% |
| 7D | +8.9% | +5.4% | +3.5% | +7.4% |
| 30D | +6.2% | +11.4% | -5.2% | +2.6% |
| 3M | -2.7% | +11.4% | -14.1% | -6.1% |
| 6M | -8.4% | +16.6% | -25.0% | -12.8% |
| YTD | -7.2% | +41.7% | -48.9% | -16.1% |
| 1Y | -20.9% | +35.4% | -56.3% | -27.7% |
| 3Y | +384.0% | +57.3% | +326.7% | +327.3% |
| 5Y | +757.1% | +241.0% | +516.1% | +536.9% |
| All | +1,216.9% | +19.6% | +1,197.2% | +793.9% |
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