-83.4%
FMC vs VT
+214.8%
-298.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -0.9% |
| 7D | +27.8% | -4.2% | +32.0% | +33.5% |
| 30D | -32.8% | -5.8% | -27.0% | -28.7% |
| 3M | -43.2% | -5.2% | -37.9% | -40.2% |
| 6M | -58.5% | +0.1% | -58.7% | -59.0% |
| YTD | -55.3% | +8.2% | -63.6% | -59.4% |
| 1Y | -53.4% | +10.1% | -63.5% | -58.4% |
| 3Y | -87.6% | +69.7% | -157.3% | -93.1% |
| 5Y | -93.3% | +53.4% | -146.7% | -95.9% |
| All | -83.4% | +214.8% | -298.2% | -95.7% |
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