+158.2%
FSTR vs VT
+60.6%
+97.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +1.7% | +12.5% | +12.8% |
| 7D | +15.0% | -0.3% | +15.3% | +15.4% |
| 30D | +12.7% | -1.4% | +14.2% | +14.2% |
| 3M | -0.5% | -1.4% | +0.9% | +0.7% |
| 6M | +13.8% | +5.5% | +8.3% | +9.5% |
| YTD | +54.5% | +12.8% | +41.7% | +40.8% |
| 1Y | +55.4% | +15.4% | +39.9% | +39.1% |
| 3Y | +98.3% | +76.9% | +21.5% | +40.1% |
| 5Y | +158.2% | +60.4% | +97.8% | +86.8% |
| All | +158.2% | +60.6% | +97.6% | +86.8% |
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