+76.5%
FFSM vs VT
+81.3%
-4.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.1% |
| 7D | +0.7% | -0.1% | +0.9% | +0.9% |
| 30D | +2.4% | -3.1% | +5.5% | +6.1% |
| 3M | -7.2% | -3.5% | -3.7% | -3.4% |
| 6M | -3.2% | +0.5% | -3.6% | -3.7% |
| YTD | +14.3% | +10.8% | +3.5% | +1.5% |
| 1Y | +16.6% | +11.9% | +4.7% | +2.4% |
| 3Y | +72.0% | +73.0% | -1.0% | -8.0% |
| 5Y | +45.4% | +58.6% | -13.3% | -12.9% |
| All | +76.5% | +81.3% | -4.8% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling