+30.6%
FSCS vs VT
+53.2%
-22.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | +1.2% |
| 7D | +0.4% | -4.2% | +4.6% | +4.2% |
| 30D | +4.2% | -5.8% | +10.0% | +9.7% |
| 3M | -1.7% | -5.2% | +3.5% | +2.9% |
| 6M | +4.9% | +0.1% | +4.8% | +3.9% |
| YTD | +5.9% | +8.2% | -2.3% | -3.0% |
| 1Y | +7.6% | +10.1% | -2.5% | -3.1% |
| 3Y | +41.1% | +69.7% | -28.6% | -17.8% |
| 5Y | +30.6% | +53.4% | -22.8% | -16.9% |
| All | +30.6% | +53.2% | -22.6% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling