+67.3%
FMAO vs VT
+57.0%
+10.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +1.3% | +2.4% | -1.1% | -0.7% |
| 30D | +6.1% | -1.5% | +7.6% | +7.3% |
| 3M | +4.9% | -4.1% | +9.1% | +8.4% |
| 6M | +39.9% | +0.6% | +39.4% | +38.3% |
| YTD | +52.5% | +11.0% | +41.4% | +37.8% |
| 1Y | +53.0% | +13.3% | +39.7% | +35.7% |
| 3Y | +129.6% | +73.4% | +56.2% | +44.5% |
| All | +67.3% | +57.0% | +10.2% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling