+168.2%
FSI vs VT
+374.2%
-206.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | +14.1% | +1.0% | +13.1% | +13.5% |
| 3M | -10.0% | +2.4% | -12.4% | -11.1% |
| 6M | +7.9% | +12.0% | -4.1% | +1.9% |
| YTD | -14.3% | +15.3% | -29.7% | -20.2% |
| 1Y | -42.2% | +22.6% | -64.8% | -47.6% |
| 3Y | +116.7% | +74.7% | +42.0% | +68.1% |
| 5Y | +64.2% | +66.1% | -1.9% | +29.2% |
| 10Y | +214.4% | +225.0% | -10.6% | +91.4% |
| All | +168.2% | +374.2% | -206.0% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling