+475.7%
FMAO vs VT
+357.6%
+118.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +6.8% | -2.6% | +9.4% | +8.0% |
| 3M | +6.4% | -3.2% | +9.7% | +7.9% |
| 6M | +34.5% | +0.9% | +33.5% | +33.6% |
| YTD | +52.9% | +11.3% | +41.5% | +45.3% |
| 1Y | +55.8% | +14.0% | +41.8% | +46.5% |
| 3Y | +130.9% | +75.8% | +55.1% | +82.9% |
| 5Y | +67.5% | +57.8% | +9.6% | +37.6% |
| 10Y | +186.5% | +219.8% | -33.3% | +98.2% |
| All | +475.7% | +357.6% | +118.1% | +290.3% |
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