+467.1%
FMAO vs VT
+346.0%
+121.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.2% | -2.3% | +2.1% | +0.8% |
| 30D | +4.9% | -5.0% | +9.9% | +7.2% |
| 3M | +6.8% | -4.9% | +11.7% | +9.1% |
| 6M | +35.8% | -1.5% | +37.3% | +36.4% |
| YTD | +50.6% | +8.5% | +42.1% | +44.8% |
| 1Y | +54.9% | +11.4% | +43.5% | +47.1% |
| 3Y | +122.7% | +70.1% | +52.6% | +78.9% |
| 5Y | +64.1% | +53.7% | +10.4% | +36.4% |
| 10Y | +189.9% | +220.0% | -30.1% | +102.5% |
| All | +467.1% | +346.0% | +121.1% | +288.8% |
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 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