-70.2%
FOSL vs VT
+231.8%
-302.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.9% | +1.7% | +12.2% | +11.3% |
| 7D | +14.6% | -0.3% | +14.9% | +15.4% |
| 30D | +5.5% | -1.4% | +7.0% | +8.2% |
| 3M | +25.1% | -1.4% | +26.5% | +28.7% |
| 6M | +75.6% | +5.5% | +70.1% | +63.6% |
| YTD | +102.7% | +12.8% | +89.8% | +71.8% |
| 1Y | +288.8% | +15.4% | +273.3% | +220.3% |
| 3Y | +323.3% | +76.9% | +246.5% | +95.0% |
| 5Y | -44.3% | +60.4% | -104.7% | -69.3% |
| 10Y | -70.2% | +232.8% | -303.0% | -91.8% |
| All | -70.2% | +231.8% | -302.0% | -91.8% |
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