+140.1%
FSTR vs VT
+53.2%
+86.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | -2.9% |
| 7D | +7.4% | -4.2% | +11.5% | +11.4% |
| 30D | +8.2% | -5.8% | +14.0% | +13.9% |
| 3M | -6.8% | -5.2% | -1.6% | -2.4% |
| 6M | -1.7% | +0.1% | -1.8% | -1.3% |
| YTD | +45.0% | +8.2% | +36.7% | +36.8% |
| 1Y | +40.6% | +10.1% | +30.5% | +30.9% |
| 3Y | +86.0% | +69.7% | +16.4% | +36.2% |
| 5Y | +140.1% | +53.4% | +86.8% | +78.7% |
| All | +140.1% | +53.2% | +86.9% | +78.7% |
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