+83.7%
FSCO vs VT
+84.9%
-1.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +0.9% |
| 7D | -0.4% | -4.2% | +3.8% | +2.0% |
| 30D | +1.0% | -5.8% | +6.8% | +4.4% |
| 3M | +5.5% | -5.2% | +10.8% | +8.8% |
| 6M | +1.7% | +0.1% | +1.6% | +1.4% |
| YTD | -10.5% | +8.2% | -18.8% | -14.8% |
| 1Y | -9.7% | +10.1% | -19.8% | -14.8% |
| 3Y | +31.2% | +69.7% | -38.5% | -1.4% |
| All | +83.7% | +84.9% | -1.2% | +33.8% |
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 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