+71.5%
FMDE vs VT
+74.2%
-2.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | +0.2% | +1.0% | -0.8% | -0.8% |
| 30D | -1.4% | -0.2% | -1.1% | -1.1% |
| 3M | +6.5% | +4.5% | +2.0% | +1.9% |
| 6M | +14.4% | +14.1% | +0.4% | 0.0% |
| YTD | +15.3% | +14.8% | +0.5% | +0.1% |
| 1Y | +17.0% | +21.2% | -4.1% | -3.9% |
| All | +71.5% | +74.2% | -2.7% | -4.0% |
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 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