+140.2%
FSTA price history and return analytics
+231.8%
-91.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.3% |
| 7D | +6.1% | -0.3% | +6.4% | +6.2% |
| 30D | +13.7% | -1.4% | +15.2% | +14.5% |
| 3M | +8.7% | -1.4% | +10.1% | +9.4% |
| 6M | +10.2% | +5.5% | +4.7% | +6.3% |
| YTD | +20.5% | +12.8% | +7.7% | +11.6% |
| 1Y | +22.7% | +15.4% | +7.3% | +12.0% |
| 3Y | +47.3% | +76.9% | -29.6% | +2.6% |
| 5Y | +47.5% | +60.4% | -12.9% | +8.2% |
| 10Y | +140.2% | +232.8% | -92.5% | +5.8% |
| All | +140.2% | +231.8% | -91.6% | +5.8% |
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