-86.9%
FMC vs VT
+76.6%
-163.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +3.5% |
| 7D | +43.6% | -0.3% | +43.9% | +43.5% |
| 30D | -28.7% | -1.4% | -27.2% | -28.0% |
| 3M | -38.6% | -1.4% | -37.2% | -38.1% |
| 6M | -55.2% | +5.5% | -60.7% | -58.7% |
| YTD | -52.8% | +12.8% | -65.6% | -59.8% |
| 1Y | -50.8% | +15.4% | -66.3% | -59.4% |
| All | -86.9% | +76.6% | -163.5% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling