+88.1%
FSCO vs VT
+85.3%
+2.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +3.4% | -2.3% | +5.7% | +4.8% |
| 30D | +6.1% | -5.0% | +11.1% | +9.2% |
| 3M | +7.2% | -4.9% | +12.1% | +10.2% |
| 6M | +5.5% | -1.5% | +7.1% | +6.3% |
| YTD | -8.4% | +8.5% | -16.9% | -12.9% |
| 1Y | -6.9% | +11.4% | -18.3% | -12.8% |
| 3Y | +34.1% | +70.1% | -36.0% | +0.7% |
| All | +88.1% | +85.3% | +2.8% | +36.8% |
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