+20.3%
FSK vs VT
+231.8%
-211.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +1.4% |
| 7D | +7.0% | -0.3% | +7.3% | +7.3% |
| 30D | +4.3% | -1.4% | +5.7% | +5.6% |
| 3M | +3.7% | -1.4% | +5.1% | +5.0% |
| 6M | +6.5% | +5.5% | +1.1% | +0.9% |
| YTD | -12.3% | +12.8% | -25.1% | -22.1% |
| 1Y | -8.9% | +15.4% | -24.4% | -20.9% |
| 3Y | -8.1% | +76.9% | -85.0% | -47.5% |
| 5Y | +11.6% | +60.4% | -48.8% | -30.3% |
| 10Y | +20.3% | +232.8% | -212.5% | -61.0% |
| All | +20.3% | +231.8% | -211.5% | -61.0% |
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