+38.6%
FMB vs VT
+248.7%
-210.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -1.4% | +1.0% | -2.3% | -1.4% |
| 3M | -2.3% | +2.4% | -4.7% | -2.5% |
| 6M | -2.0% | +12.0% | -14.0% | -2.6% |
| YTD | -0.5% | +15.3% | -15.8% | -1.4% |
| 1Y | +3.1% | +22.6% | -19.5% | +1.8% |
| 3Y | +9.7% | +74.7% | -64.9% | +5.9% |
| 5Y | +0.9% | +66.1% | -65.3% | -2.5% |
| 10Y | +20.6% | +225.0% | -204.4% | +12.3% |
| All | +38.6% | +248.7% | -210.1% | +29.4% |
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