+183.8%
VXUS vs FLR
-6.9%
+190.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | +1.0% | +5.4% | -4.4% | +0.1% |
| 30D | +2.2% | +11.4% | -9.2% | 0.0% |
| 3M | +3.0% | +11.4% | -8.4% | +0.5% |
| 6M | +10.7% | +16.6% | -6.0% | +6.7% |
| YTD | +17.8% | +41.7% | -23.9% | +9.7% |
| 1Y | +27.6% | +35.4% | -7.8% | +19.2% |
| 3Y | +73.3% | +57.3% | +16.0% | +52.4% |
| 5Y | +54.3% | +241.0% | -186.7% | +15.6% |
| 10Y | +149.8% | +16.6% | +133.2% | +122.6% |
| All | +183.8% | -6.9% | +190.7% | +151.2% |
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