+899.4%
FSS vs VT
+224.5%
+675.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +1.0% | +0.4% | +0.5% | +0.5% |
| 30D | -8.3% | +1.0% | -9.2% | -9.2% |
| 3M | +10.7% | +2.4% | +8.3% | +8.1% |
| 6M | +2.5% | +12.0% | -9.5% | -8.7% |
| YTD | +10.3% | +15.3% | -5.1% | -4.7% |
| 1Y | -4.1% | +22.6% | -26.6% | -22.1% |
| 3Y | +100.8% | +74.7% | +26.2% | +14.8% |
| 5Y | +200.0% | +66.1% | +133.9% | +79.9% |
| All | +899.4% | +224.5% | +675.0% | +210.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling