+64.4%
FMAR vs VT
+59.8%
+4.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | 0.0% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -0.2% | -1.7% | +1.6% | +0.8% |
| 3M | +1.5% | -2.3% | +3.8% | +2.7% |
| 6M | +4.4% | +1.5% | +2.9% | +3.2% |
| YTD | +13.6% | +12.0% | +1.6% | +5.4% |
| 1Y | +15.2% | +12.9% | +2.3% | +6.3% |
| 3Y | +49.4% | +74.9% | -25.6% | +3.5% |
| 5Y | +64.4% | +59.9% | +4.5% | +16.1% |
| All | +64.4% | +59.8% | +4.6% | +16.1% |
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