+25.8%
FSYD vs VT
+62.3%
-36.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +1.2% |
| 7D | 0.0% | -4.2% | +4.2% | +1.5% |
| 30D | 0.0% | -5.8% | +5.8% | +2.1% |
| 3M | -2.4% | -5.2% | +2.9% | -0.6% |
| 6M | -1.6% | +0.1% | -1.7% | -1.9% |
| YTD | +1.2% | +8.2% | -7.1% | -2.2% |
| 1Y | +2.9% | +10.1% | -7.2% | -1.2% |
| 3Y | +26.6% | +69.7% | -43.0% | +0.5% |
| All | +25.8% | +62.3% | -36.5% | -0.3% |
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