+4.9%
FISR vs VT
+136.2%
-131.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.6% |
| 7D | +0.4% | -4.2% | +4.6% | +0.8% |
| 30D | +2.4% | -5.8% | +8.2% | +2.9% |
| 3M | -0.9% | -5.2% | +4.3% | -0.5% |
| 6M | -0.8% | +0.1% | -1.0% | -0.9% |
| YTD | -1.0% | +8.2% | -9.2% | -1.7% |
| 1Y | -0.4% | +10.1% | -10.5% | -1.3% |
| 3Y | +12.7% | +69.7% | -57.0% | +7.4% |
| 5Y | -6.5% | +53.4% | -59.9% | -10.6% |
| All | +4.9% | +136.2% | -131.3% | -3.9% |
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 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