-74.5%
FOSL vs VT
+345.0%
-419.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +6.9% |
| 7D | +13.4% | -4.2% | +17.5% | +19.4% |
| 30D | +10.0% | -5.8% | +15.8% | +18.3% |
| 3M | +31.4% | -5.2% | +36.6% | +40.8% |
| 6M | +80.2% | +0.1% | +80.0% | +81.1% |
| YTD | +106.5% | +8.2% | +98.3% | +90.1% |
| 1Y | +278.8% | +10.1% | +268.7% | +243.0% |
| 3Y | +331.4% | +69.7% | +261.7% | +142.6% |
| 5Y | -44.5% | +53.4% | -97.9% | -62.6% |
| 10Y | -69.6% | +219.2% | -288.9% | -90.4% |
| All | -74.5% | +345.0% | -419.5% | -93.7% |
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