+97.3%
FSM vs VT
+60.6%
+36.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +6.1% |
| 7D | -0.6% | -0.3% | -0.3% | 0.0% |
| 30D | -13.9% | -1.4% | -12.5% | -11.8% |
| 3M | +6.0% | -1.4% | +7.4% | +8.8% |
| 6M | +4.0% | +5.5% | -1.5% | -1.5% |
| YTD | -2.2% | +12.8% | -15.1% | -14.1% |
| 1Y | +22.3% | +15.4% | +6.9% | +4.7% |
| 3Y | +217.5% | +76.9% | +140.7% | +58.8% |
| 5Y | +97.3% | +60.4% | +36.9% | -7.9% |
| All | +97.3% | +60.6% | +36.7% | -7.9% |
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 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