-45.9%
FMC vs VT
+374.2%
-420.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +14.5% | +0.4% | +14.0% | +13.8% |
| 30D | +20.3% | +1.0% | +19.3% | +18.8% |
| 3M | +7.1% | +2.4% | +4.8% | +4.1% |
| 6M | -4.1% | +12.0% | -16.1% | -16.7% |
| YTD | -5.4% | +15.3% | -20.7% | -20.2% |
| 1Y | -64.0% | +22.6% | -86.6% | -71.5% |
| 3Y | -83.0% | +74.7% | -157.7% | -91.2% |
| 5Y | -84.0% | +66.1% | -150.2% | -91.4% |
| 10Y | -60.3% | +225.0% | -285.3% | -90.5% |
| All | -45.9% | +374.2% | -420.1% | -92.2% |
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