-73.0%
FMC vs VT
+363.9%
-436.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +3.4% |
| 7D | +43.6% | -0.3% | +43.9% | +43.5% |
| 30D | -28.7% | -1.4% | -27.2% | -28.1% |
| 3M | -38.6% | -1.4% | -37.2% | -38.2% |
| 6M | -55.2% | +5.5% | -60.7% | -58.4% |
| YTD | -52.8% | +12.8% | -65.6% | -59.4% |
| 1Y | -50.8% | +15.4% | -66.3% | -58.9% |
| 3Y | -86.9% | +76.9% | -163.8% | -93.4% |
| 5Y | -92.8% | +60.4% | -153.2% | -96.0% |
| 10Y | -82.1% | +232.8% | -314.9% | -95.9% |
| All | -73.0% | +363.9% | -436.9% | -96.0% |
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