-44.5%
FOSL vs VT
+53.2%
-97.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.0% | +10.1% |
| 7D | +13.4% | -4.2% | +17.6% | +23.1% |
| 30D | +10.1% | -5.8% | +15.9% | +23.6% |
| 3M | +31.5% | -5.2% | +36.7% | +46.6% |
| 6M | +80.3% | +0.1% | +80.1% | +80.1% |
| YTD | +106.6% | +8.2% | +98.4% | +77.5% |
| 1Y | +279.0% | +10.1% | +268.9% | +216.3% |
| 3Y | +331.7% | +69.7% | +262.0% | +54.1% |
| 5Y | -44.5% | +53.4% | -97.9% | -74.5% |
| All | -44.5% | +53.2% | -97.7% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling