-93.8%
FSP vs VT
+214.8%
-308.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +2.5% |
| 7D | +10.3% | -4.2% | +14.4% | +15.6% |
| 30D | +38.7% | -5.8% | +44.5% | +48.0% |
| 3M | -6.5% | -5.2% | -1.3% | -1.3% |
| 6M | -24.6% | +0.1% | -24.7% | -26.0% |
| YTD | -54.2% | +8.2% | -62.5% | -59.1% |
| 1Y | -63.5% | +10.1% | -73.6% | -68.0% |
| 3Y | -77.8% | +69.7% | -147.4% | -88.6% |
| 5Y | -89.5% | +53.4% | -142.9% | -93.9% |
| All | -93.8% | +214.8% | -308.6% | -98.3% |
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 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