+119.0%
FMBH vs VT
+221.8%
-102.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.5% |
| 7D | +1.4% | +2.4% | -0.9% | -0.9% |
| 30D | +5.3% | -1.5% | +6.8% | +6.7% |
| 3M | -1.0% | -4.1% | +3.1% | +2.7% |
| 6M | +23.0% | +0.6% | +22.5% | +21.1% |
| YTD | +33.8% | +11.0% | +22.8% | +18.8% |
| 1Y | +41.2% | +13.3% | +27.8% | +22.7% |
| 3Y | +87.9% | +73.4% | +14.5% | +6.1% |
| 5Y | +30.4% | +57.4% | -27.0% | -19.0% |
| All | +119.0% | +221.8% | -102.8% | -42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling