-21.9%
FSV vs VT
+57.9%
-79.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +5.5% | -1.6% | +7.1% | +7.0% |
| 30D | +15.3% | -2.5% | +17.8% | +17.8% |
| 3M | +3.9% | -1.3% | +5.2% | +4.9% |
| 6M | +13.0% | +3.1% | +9.9% | +9.2% |
| YTD | -3.6% | +10.9% | -14.6% | -13.2% |
| 1Y | -4.5% | +12.1% | -16.6% | -15.0% |
| 3Y | +3.5% | +73.9% | -70.4% | -43.1% |
| All | -21.9% | +57.9% | -79.8% | -50.4% |
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