+226.1%
FSTR vs VT
+224.5%
+1.6%
-70.4%
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 | +1.8% | +0.4% | +1.3% | +1.3% |
| 30D | -9.3% | +1.0% | -10.3% | -10.3% |
| 3M | -9.5% | +2.4% | -11.9% | -11.9% |
| 6M | +21.0% | +12.0% | +9.0% | +6.6% |
| YTD | +41.1% | +15.3% | +25.7% | +20.2% |
| 1Y | +39.9% | +22.6% | +17.3% | +11.3% |
| 3Y | +114.2% | +74.7% | +39.5% | +17.4% |
| 5Y | +135.1% | +66.1% | +69.0% | +33.4% |
| All | +226.1% | +224.5% | +1.6% | -14.9% |
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