+79.0%
FSI vs VT
+53.2%
+25.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +1.5% |
| 7D | -1.8% | -4.2% | +2.4% | +1.9% |
| 30D | -3.0% | -5.8% | +2.8% | +2.1% |
| 3M | +21.6% | -5.2% | +26.8% | +27.3% |
| 6M | +1.5% | +0.1% | +1.4% | +0.7% |
| YTD | -8.7% | +8.2% | -16.9% | -15.8% |
| 1Y | -28.4% | +10.1% | -38.6% | -35.0% |
| 3Y | +227.2% | +69.7% | +157.6% | +111.1% |
| 5Y | +79.0% | +53.4% | +25.6% | +13.1% |
| All | +79.0% | +53.2% | +25.8% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling