-77.2%
FSP vs VT
+69.4%
-146.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +1.3% |
| 7D | +10.3% | -4.2% | +14.4% | +14.3% |
| 30D | +38.7% | -5.8% | +44.5% | +45.8% |
| 3M | -6.5% | -5.2% | -1.3% | -2.5% |
| 6M | -24.6% | +0.1% | -24.7% | -26.0% |
| YTD | -54.2% | +8.2% | -62.5% | -58.5% |
| 1Y | -63.5% | +10.1% | -73.6% | -67.5% |
| All | -77.2% | +69.4% | -146.6% | -89.4% |
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