+0.6%
FMAG vs VT
+18.7%
-18.1%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.2% |
| 7D | -1.2% | -2.0% | +0.7% | +0.9% |
| 30D | -4.0% | -1.4% | -2.6% | -2.6% |
| 3M | +1.1% | +4.7% | -3.6% | -3.4% |
| 6M | +6.0% | +11.4% | -5.3% | -4.9% |
| YTD | +3.5% | +13.1% | -9.5% | -8.5% |
| 1Y | +0.6% | +19.0% | -18.4% | -15.4% |
| All | +0.6% | +18.7% | -18.1% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling