-89.5%
FSP vs VT
+53.2%
-142.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +1.5% |
| 7D | +10.3% | -4.2% | +14.4% | +14.5% |
| 30D | +38.7% | -5.8% | +44.5% | +46.2% |
| 3M | -6.5% | -5.2% | -1.3% | -2.3% |
| 6M | -24.6% | +0.1% | -24.7% | -25.8% |
| YTD | -54.2% | +8.2% | -62.5% | -58.3% |
| 1Y | -63.5% | +10.1% | -73.6% | -67.3% |
| 3Y | -77.8% | +69.7% | -147.4% | -87.0% |
| 5Y | -89.5% | +53.4% | -142.9% | -93.1% |
| All | -89.5% | +53.2% | -142.7% | -93.1% |
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 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