+477.6%
FSV vs VT
+212.8%
+264.8%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +5.5% | -1.6% | +7.1% | +6.8% |
| 30D | +15.3% | -2.5% | +17.8% | +17.6% |
| 3M | +3.9% | -1.3% | +5.2% | +4.8% |
| 6M | +13.0% | +3.1% | +9.9% | +9.7% |
| YTD | -3.6% | +10.9% | -14.6% | -12.2% |
| 1Y | -4.5% | +12.1% | -16.6% | -13.8% |
| 3Y | +3.5% | +73.9% | -70.4% | -36.9% |
| 5Y | -21.2% | +58.0% | -79.2% | -47.7% |
| 10Y | +293.6% | +225.5% | +68.1% | +46.7% |
| All | +477.6% | +212.8% | +264.8% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling