+185.9%
FSTA price history and return analytics
+268.4%
-82.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.8% | +0.4% | -1.3% | -1.1% |
| 30D | -1.2% | +1.0% | -2.1% | -1.7% |
| 3M | +3.5% | +2.4% | +1.2% | +1.8% |
| 6M | -2.6% | +12.0% | -14.6% | -9.2% |
| YTD | +9.4% | +15.3% | -5.9% | +0.1% |
| 1Y | +6.2% | +22.6% | -16.3% | -6.4% |
| 3Y | +28.4% | +74.7% | -46.3% | -9.9% |
| 5Y | +34.9% | +66.1% | -31.2% | -3.2% |
| 10Y | +106.7% | +225.0% | -118.3% | -5.8% |
| All | +185.9% | +268.4% | -82.6% | +18.6% |
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