-93.7%
FMC vs VT
+53.4%
-147.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.2% | -7.5% | -7.5% |
| 7D | -9.2% | -2.3% | -6.9% | -7.1% |
| 30D | -38.1% | -5.0% | -33.1% | -35.4% |
| 3M | -46.2% | -4.9% | -41.3% | -43.9% |
| 6M | -61.3% | -1.5% | -59.8% | -61.1% |
| YTD | -58.6% | +8.5% | -67.0% | -61.9% |
| 1Y | -55.4% | +11.4% | -66.8% | -60.1% |
| 3Y | -88.5% | +70.1% | -158.6% | -92.8% |
| All | -93.7% | +53.4% | -147.1% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling