+75.5%
FFSM price history and return analytics
+81.7%
-6.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | +2.2% | +2.4% | -0.1% | -0.4% |
| 30D | +4.1% | -1.5% | +5.6% | +5.9% |
| 3M | -8.7% | -4.1% | -4.6% | -4.2% |
| 6M | -3.2% | +0.6% | -3.8% | -3.9% |
| YTD | +13.6% | +11.0% | +2.6% | +0.6% |
| 1Y | +18.8% | +13.3% | +5.5% | +2.8% |
| 3Y | +71.2% | +73.4% | -2.2% | -8.7% |
| 5Y | +43.1% | +57.4% | -14.3% | -13.4% |
| All | +75.5% | +81.7% | -6.2% | -9.7% |
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