+312.0%
FSV vs VT
+231.8%
+80.2%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +2.8% |
| 7D | +11.7% | -0.3% | +12.0% | +12.0% |
| 30D | +21.0% | -1.4% | +22.5% | +22.4% |
| 3M | +10.1% | -1.4% | +11.4% | +11.3% |
| 6M | +21.8% | +5.5% | +16.4% | +15.8% |
| YTD | +0.5% | +12.8% | -12.3% | -10.0% |
| 1Y | +0.6% | +15.4% | -14.8% | -11.7% |
| 3Y | +7.9% | +76.9% | -69.0% | -36.2% |
| 5Y | -18.6% | +60.4% | -79.0% | -47.4% |
| 10Y | +312.0% | +232.8% | +79.2% | +55.1% |
| All | +312.0% | +231.8% | +80.2% | +55.1% |
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