-90.6%
FSP vs VT
+356.1%
-446.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.3% | -1.6% | +3.9% | +4.1% |
| 30D | +33.3% | -2.5% | +35.8% | +37.0% |
| 3M | -4.3% | -1.3% | -3.0% | -3.5% |
| 6M | -27.9% | +3.1% | -31.0% | -31.7% |
| YTD | -53.2% | +10.9% | -64.1% | -59.6% |
| 1Y | -63.8% | +12.1% | -75.9% | -69.1% |
| 3Y | -77.3% | +73.9% | -151.2% | -89.0% |
| 5Y | -89.1% | +58.0% | -147.1% | -94.1% |
| 10Y | -93.5% | +225.5% | -318.9% | -98.6% |
| All | -90.6% | +356.1% | -446.7% | -98.6% |
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