+26.3%
FMED vs VT
+80.4%
-54.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.5% | +0.4% | 0.0% | +0.1% |
| 30D | +10.2% | +1.0% | +9.2% | +9.3% |
| 3M | +26.1% | +2.4% | +23.7% | +23.4% |
| 6M | +22.6% | +12.0% | +10.6% | +10.4% |
| YTD | +17.5% | +15.3% | +2.2% | +3.0% |
| 1Y | +28.5% | +22.6% | +5.9% | +6.5% |
| 3Y | +32.8% | +74.7% | -41.9% | -21.3% |
| All | +26.3% | +80.4% | -54.1% | -26.2% |
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