+92.3%
FSEP price history and return analytics
+120.4%
-28.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | -2.0% | -2.6% | +0.6% | -0.4% |
| 3M | +0.8% | -3.2% | +4.0% | +2.7% |
| 6M | +4.6% | +0.9% | +3.6% | +3.7% |
| YTD | +10.1% | +11.3% | -1.2% | +2.6% |
| 1Y | +12.0% | +14.0% | -2.0% | +2.8% |
| 3Y | +51.0% | +75.8% | -24.8% | +5.2% |
| 5Y | +59.3% | +57.8% | +1.5% | +15.9% |
| All | +92.3% | +120.4% | -28.1% | +13.3% |
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 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