-78.0%
FOSL vs VT
+356.1%
-434.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.5% | -1.6% | +2.1% | +2.5% |
| 30D | -1.6% | -2.5% | +0.9% | +1.6% |
| 3M | +13.6% | -1.3% | +14.9% | +15.9% |
| 6M | +54.9% | +3.1% | +51.8% | +50.3% |
| YTD | +77.9% | +10.9% | +67.0% | +59.0% |
| 1Y | +224.8% | +12.1% | +212.7% | +188.3% |
| 3Y | +271.7% | +73.9% | +197.8% | +103.0% |
| 5Y | -50.0% | +58.0% | -108.0% | -67.4% |
| 10Y | -72.9% | +225.5% | -298.4% | -91.7% |
| All | -78.0% | +356.1% | -434.1% | -94.7% |
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 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