+84.0%
FFSM vs VT
+88.7%
-4.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -0.4% | +0.4% | -0.8% | -0.9% |
| 30D | -3.5% | +1.0% | -4.5% | -4.6% |
| 3M | -0.2% | +2.4% | -2.6% | -3.0% |
| 6M | +8.2% | +12.0% | -3.8% | -5.1% |
| YTD | +19.1% | +15.3% | +3.8% | +1.0% |
| 1Y | +25.1% | +22.6% | +2.5% | -1.1% |
| 3Y | +66.0% | +74.7% | -8.7% | -12.2% |
| 5Y | +57.4% | +66.1% | -8.7% | -10.5% |
| All | +84.0% | +88.7% | -4.8% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling