+92.7%
FSEP vs VT
+119.9%
-27.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +1.8% | +2.4% | -0.6% | +0.3% |
| 30D | -1.1% | -1.5% | +0.4% | -0.2% |
| 3M | +0.7% | -4.1% | +4.8% | +3.2% |
| 6M | +4.7% | +0.6% | +4.1% | +4.1% |
| YTD | +10.3% | +11.0% | -0.7% | +3.0% |
| 1Y | +12.4% | +13.3% | -1.0% | +3.6% |
| 3Y | +49.9% | +73.4% | -23.5% | +5.3% |
| 5Y | +59.6% | +57.4% | +2.2% | +16.3% |
| All | +92.7% | +119.9% | -27.1% | +13.7% |
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