+186.4%
FSI vs VT
+356.1%
-169.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -1.8% | -1.6% | -0.2% | -1.0% |
| 30D | +1.7% | -2.5% | +4.1% | +2.9% |
| 3M | +23.0% | -1.3% | +24.3% | +23.8% |
| 6M | -4.7% | +3.1% | -7.7% | -6.2% |
| YTD | -8.6% | +10.9% | -19.5% | -13.2% |
| 1Y | -30.7% | +12.1% | -42.7% | -34.5% |
| 3Y | +227.8% | +73.9% | +153.9% | +155.5% |
| 5Y | +77.3% | +58.0% | +19.3% | +42.8% |
| 10Y | +404.7% | +225.5% | +179.3% | +208.9% |
| All | +186.4% | +356.1% | -169.7% | +54.3% |
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