-18.6%
FSV vs VT
+60.6%
-79.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +2.7% |
| 7D | +11.7% | -0.3% | +12.0% | +12.0% |
| 30D | +21.0% | -1.4% | +22.5% | +22.5% |
| 3M | +10.1% | -1.4% | +11.4% | +11.4% |
| 6M | +21.8% | +5.5% | +16.4% | +15.3% |
| YTD | +0.5% | +12.8% | -12.3% | -10.9% |
| 1Y | +0.6% | +15.4% | -14.8% | -12.8% |
| 3Y | +7.9% | +76.9% | -69.0% | -41.6% |
| 5Y | -18.6% | +60.4% | -79.0% | -49.1% |
| All | -18.6% | +60.6% | -79.2% | -49.1% |
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 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