-77.5%
FSP vs VT
+75.0%
-152.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.4% | +0.4% | -2.9% | -2.9% |
| 30D | -13.0% | +1.0% | -14.0% | -14.0% |
| 3M | -27.3% | +2.4% | -29.7% | -29.4% |
| 6M | -45.2% | +12.0% | -57.2% | -51.9% |
| YTD | -57.4% | +15.3% | -72.8% | -63.9% |
| 1Y | -75.8% | +22.6% | -98.3% | -80.8% |
| All | -77.5% | +75.0% | -152.4% | -90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling