+410.9%
FSI vs VT
+231.8%
+179.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.2% | +0.7% |
| 7D | -3.1% | -0.3% | -2.8% | -2.9% |
| 30D | +2.5% | -1.4% | +3.9% | +3.5% |
| 3M | +25.4% | -1.4% | +26.8% | +26.7% |
| 6M | +1.0% | +5.5% | -4.5% | -3.3% |
| YTD | -6.8% | +12.8% | -19.6% | -15.2% |
| 1Y | -29.1% | +15.4% | -44.5% | -36.5% |
| 3Y | +234.2% | +76.9% | +157.3% | +125.1% |
| 5Y | +78.8% | +60.4% | +18.4% | +25.4% |
| 10Y | +410.9% | +232.8% | +178.1% | +159.9% |
| All | +410.9% | +231.8% | +179.1% | +159.9% |
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 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