+163.0%
FSBC vs VT
+74.0%
+89.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.4% |
| 7D | -0.6% | -0.3% | -0.3% | -0.4% |
| 30D | +4.9% | -1.4% | +6.3% | +6.0% |
| 3M | -3.1% | -1.4% | -1.7% | -2.1% |
| 6M | +13.2% | +5.5% | +7.7% | +7.8% |
| YTD | +29.6% | +12.8% | +16.7% | +16.3% |
| 1Y | +33.6% | +15.4% | +18.2% | +17.6% |
| 3Y | +138.5% | +76.9% | +61.7% | +47.9% |
| 5Y | +87.6% | +60.4% | +27.2% | +27.4% |
| All | +163.0% | +74.0% | +89.0% | +64.4% |
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