+138.4%
FMBH vs VT
+215.5%
-77.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +0.4% | -2.3% | +2.7% | +2.6% |
| 30D | +3.6% | -5.0% | +8.5% | +8.6% |
| 3M | -2.0% | -4.9% | +2.9% | +2.5% |
| 6M | +17.4% | -1.5% | +19.0% | +18.0% |
| YTD | +32.0% | +8.5% | +23.5% | +19.9% |
| 1Y | +41.8% | +11.4% | +30.4% | +25.4% |
| 3Y | +82.2% | +70.1% | +12.1% | +4.9% |
| 5Y | +27.9% | +53.7% | -25.9% | -18.7% |
| All | +138.4% | +215.5% | -77.1% | -27.9% |
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