+956.4%
FSS vs VT
+231.8%
+724.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -1.1% |
| 7D | +3.9% | -0.3% | +4.3% | +4.3% |
| 30D | +1.3% | -1.4% | +2.7% | +2.8% |
| 3M | -10.9% | -1.4% | -9.5% | -9.5% |
| 6M | +0.6% | +5.5% | -4.8% | -4.6% |
| YTD | +9.0% | +12.8% | -3.8% | -3.7% |
| 1Y | +4.3% | +15.4% | -11.1% | -9.9% |
| 3Y | +86.3% | +76.9% | +9.5% | +4.9% |
| 5Y | +171.6% | +60.4% | +111.2% | +68.6% |
| 10Y | +956.4% | +232.8% | +723.6% | +227.1% |
| All | +956.4% | +231.8% | +724.6% | +227.1% |
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 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