+115.7%
FSCS vs VT
+189.1%
-73.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.9% | +0.4% | -1.4% | -1.3% |
| 30D | -2.1% | +1.0% | -3.1% | -3.1% |
| 3M | +6.6% | +2.4% | +4.2% | +3.7% |
| 6M | +0.9% | +12.0% | -11.1% | -10.4% |
| YTD | +5.5% | +15.3% | -9.9% | -9.2% |
| 1Y | +1.8% | +22.6% | -20.7% | -17.6% |
| 3Y | +32.0% | +74.7% | -42.6% | -25.5% |
| 5Y | +34.0% | +66.1% | -32.2% | -20.5% |
| All | +115.7% | +189.1% | -73.4% | -19.9% |
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 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