+1.9%
FMB vs VT
+57.9%
-56.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +0.4% | -1.6% | +2.1% | +0.5% |
| 30D | +3.2% | -2.5% | +5.7% | +3.4% |
| 3M | -0.8% | -1.3% | +0.5% | -0.7% |
| 6M | -1.4% | +3.1% | -4.5% | -1.5% |
| YTD | -0.2% | +10.9% | -11.2% | -0.7% |
| 1Y | +0.3% | +12.1% | -11.8% | -0.3% |
| 3Y | +12.0% | +73.9% | -61.9% | +9.0% |
| All | +1.9% | +57.9% | -56.0% | -1.3% |
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 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