+54.3%
VXUS vs FLR
+245.1%
-190.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.3% |
| 7D | +0.3% | -3.1% | +3.4% | +0.8% |
| 30D | +0.7% | +4.9% | -4.3% | -0.2% |
| 3M | +4.8% | +10.8% | -6.1% | +2.5% |
| 6M | +11.3% | +19.7% | -8.3% | +7.1% |
| YTD | +16.5% | +38.4% | -21.8% | +9.4% |
| 1Y | +24.3% | +34.7% | -10.4% | +16.7% |
| 3Y | +74.5% | +56.7% | +17.8% | +52.9% |
| 5Y | +54.3% | +241.6% | -187.3% | +17.9% |
| All | +54.3% | +245.1% | -190.7% | +17.9% |
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 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