+138.2%
FSTR vs VT
+66.2%
+72.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +1.8% | +0.4% | +1.3% | +1.4% |
| 30D | -9.3% | +1.0% | -10.3% | -10.0% |
| 3M | -9.5% | +2.4% | -11.9% | -11.2% |
| 6M | +21.0% | +12.0% | +9.0% | +10.8% |
| YTD | +41.1% | +15.3% | +25.7% | +26.2% |
| 1Y | +39.9% | +22.6% | +17.3% | +19.3% |
| 3Y | +114.2% | +74.7% | +39.5% | +50.4% |
| All | +138.2% | +66.2% | +72.0% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling