+37.2%
FSM vs VT
+214.8%
-177.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | +3.0% |
| 7D | +1.2% | -4.2% | +5.3% | +5.7% |
| 30D | -15.2% | -5.8% | -9.4% | -9.7% |
| 3M | -1.3% | -5.2% | +4.0% | +4.8% |
| 6M | +2.6% | +0.1% | +2.5% | +4.0% |
| YTD | -3.4% | +8.2% | -11.6% | -8.1% |
| 1Y | +20.3% | +10.1% | +10.2% | +12.9% |
| 3Y | +213.9% | +69.7% | +144.2% | +102.1% |
| 5Y | +86.2% | +53.4% | +32.9% | +28.4% |
| All | +37.2% | +214.8% | -177.6% | -58.2% |
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