+185.7%
FSI vs VT
+224.5%
-38.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +0.4% | -1.2% | -1.1% |
| 30D | +14.1% | +1.0% | +13.1% | +13.3% |
| 3M | -10.0% | +2.4% | -12.4% | -11.7% |
| 6M | +7.9% | +12.0% | -4.1% | -1.2% |
| YTD | -14.3% | +15.3% | -29.7% | -23.3% |
| 1Y | -42.2% | +22.6% | -64.8% | -50.4% |
| 3Y | +116.7% | +74.7% | +42.0% | +46.6% |
| 5Y | +64.2% | +66.1% | -1.9% | +12.4% |
| All | +185.7% | +224.5% | -38.8% | +25.2% |
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