-59.6%
FMC vs VT
+224.5%
-284.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +14.5% | +0.4% | +14.0% | +13.9% |
| 30D | +20.3% | +1.0% | +19.3% | +18.9% |
| 3M | +7.1% | +2.4% | +4.8% | +4.3% |
| 6M | -4.1% | +12.0% | -16.1% | -16.1% |
| YTD | -5.4% | +15.3% | -20.7% | -19.4% |
| 1Y | -64.0% | +22.6% | -86.6% | -71.1% |
| 3Y | -83.0% | +74.7% | -157.7% | -90.8% |
| 5Y | -84.0% | +66.1% | -150.2% | -90.9% |
| All | -59.6% | +224.5% | -284.1% | -89.7% |
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