+60.6%
FMET vs VT
+68.9%
-8.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | +2.7% | -0.1% | +2.8% | +2.8% |
| 30D | -4.7% | -3.1% | -1.6% | -0.7% |
| 3M | -2.0% | -3.5% | +1.5% | +2.8% |
| 6M | -1.2% | +0.5% | -1.6% | -1.5% |
| YTD | +5.5% | +10.8% | -5.3% | -7.4% |
| 1Y | +2.4% | +11.9% | -9.5% | -11.3% |
| 3Y | +49.8% | +73.0% | -23.1% | -25.0% |
| All | +60.6% | +68.9% | -8.3% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling