+26.1%
FSYD vs VT
+69.2%
-43.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | +0.5% | -1.4% | +1.9% | +1.0% |
| 3M | -2.2% | -1.4% | -0.8% | -1.7% |
| 6M | -1.1% | +5.5% | -6.6% | -3.3% |
| YTD | +1.4% | +12.8% | -11.4% | -3.4% |
| 1Y | +3.1% | +15.4% | -12.3% | -2.7% |
| 3Y | +27.0% | +76.9% | -49.9% | -0.7% |
| All | +26.1% | +69.2% | -43.1% | -1.5% |
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