-91.5%
FSP vs VT
+374.2%
-465.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.4% | +0.4% | -2.9% | -3.0% |
| 30D | -13.0% | +1.0% | -14.0% | -14.2% |
| 3M | -27.3% | +2.4% | -29.7% | -29.9% |
| 6M | -45.2% | +12.0% | -57.2% | -53.0% |
| YTD | -57.4% | +15.3% | -72.8% | -64.8% |
| 1Y | -75.8% | +22.6% | -98.3% | -81.4% |
| 3Y | -78.1% | +74.7% | -152.8% | -89.3% |
| 5Y | -89.1% | +66.1% | -155.2% | -94.4% |
| 10Y | -94.9% | +225.0% | -319.9% | -98.9% |
| All | -91.5% | +374.2% | -465.7% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling