+197.5%
FMBH vs VT
+345.0%
-147.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.4% |
| 7D | -0.5% | -4.2% | +3.6% | +1.2% |
| 30D | +2.7% | -5.8% | +8.5% | +5.3% |
| 3M | -2.3% | -5.2% | +2.9% | -0.2% |
| 6M | +17.8% | +0.1% | +17.6% | +17.3% |
| YTD | +32.6% | +8.2% | +24.4% | +27.8% |
| 1Y | +41.0% | +10.1% | +30.9% | +34.9% |
| 3Y | +83.9% | +69.7% | +14.3% | +48.7% |
| 5Y | +28.5% | +53.4% | -24.9% | +7.5% |
| 10Y | +139.8% | +219.2% | -79.4% | +69.7% |
| All | +197.5% | +345.0% | -147.5% | +99.4% |
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