+180.4%
FSM vs VT
+66.2%
+114.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | +0.4% | +0.4% | 0.0% | -0.1% |
| 30D | +28.2% | +1.0% | +27.3% | +26.8% |
| 3M | +30.3% | +2.4% | +27.9% | +27.2% |
| 6M | -0.6% | +12.0% | -12.6% | -13.1% |
| YTD | +25.5% | +15.3% | +10.1% | +6.4% |
| 1Y | +61.5% | +22.6% | +39.0% | +27.4% |
| 3Y | +311.7% | +74.7% | +237.0% | +107.9% |
| All | +180.4% | +66.2% | +114.2% | +30.0% |
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 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