-20.5%
FSI vs VT
+13.3%
-33.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.3% | -3.9% |
| 7D | +3.5% | -0.7% | +4.2% | +3.7% |
| 30D | +6.2% | -1.7% | +8.0% | +7.2% |
| 3M | +32.4% | -2.3% | +34.8% | +34.2% |
| 6M | +7.3% | +1.5% | +5.8% | +5.8% |
| YTD | -3.5% | +12.0% | -15.5% | -15.0% |
| 1Y | -20.5% | +12.9% | -33.3% | -31.1% |
| All | -20.5% | +13.3% | -33.7% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling