+200.2%
FMBH vs VT
+374.2%
-174.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.0% | +0.4% | +1.5% | +1.8% |
| 30D | -1.4% | +1.0% | -2.4% | -1.8% |
| 3M | +15.6% | +2.4% | +13.2% | +14.2% |
| 6M | +25.0% | +12.0% | +13.0% | +18.9% |
| YTD | +33.8% | +15.3% | +18.5% | +25.7% |
| 1Y | +29.3% | +22.6% | +6.7% | +18.4% |
| 3Y | +91.7% | +74.7% | +17.0% | +53.1% |
| 5Y | +43.2% | +66.1% | -22.9% | +16.2% |
| 10Y | +158.9% | +225.0% | -66.1% | +79.2% |
| All | +200.2% | +374.2% | -174.0% | +96.1% |
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 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