+154.0%
FSBC vs VT
+66.9%
+87.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -0.1% |
| 7D | -3.9% | -4.2% | +0.3% | -0.5% |
| 30D | +1.6% | -5.8% | +7.4% | +6.5% |
| 3M | -5.9% | -5.2% | -0.6% | -1.8% |
| 6M | +8.3% | +0.1% | +8.2% | +7.5% |
| YTD | +25.2% | +8.2% | +16.9% | +16.1% |
| 1Y | +27.2% | +10.1% | +17.1% | +16.3% |
| 3Y | +130.4% | +69.7% | +60.7% | +47.8% |
| 5Y | +84.2% | +53.4% | +30.8% | +29.7% |
| All | +154.0% | +66.9% | +87.1% | +64.2% |
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