-81.6%
FOSL vs VT
+224.5%
-306.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.7% | +0.4% | -4.2% | -4.3% |
| 30D | -12.9% | +1.0% | -13.8% | -14.1% |
| 3M | +26.5% | +2.4% | +24.2% | +22.2% |
| 6M | +15.0% | +12.0% | +3.0% | -2.9% |
| YTD | +37.0% | +15.3% | +21.6% | +11.4% |
| 1Y | +50.6% | +22.6% | +28.0% | +13.5% |
| 3Y | +135.2% | +74.7% | +60.5% | +9.2% |
| 5Y | -61.7% | +66.1% | -127.8% | -80.0% |
| All | -81.6% | +224.5% | -306.1% | -95.7% |
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