+57.0%
FMET vs VT
+65.4%
-8.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.1% |
| 7D | +0.7% | -2.3% | +3.0% | +3.8% |
| 30D | -7.3% | -5.0% | -2.3% | -0.8% |
| 3M | -3.0% | -4.9% | +1.9% | +3.7% |
| 6M | -2.1% | -1.5% | -0.6% | +0.1% |
| YTD | +3.1% | +8.5% | -5.4% | -7.0% |
| 1Y | +1.9% | +11.4% | -9.4% | -11.1% |
| 3Y | +51.0% | +70.1% | -19.1% | -22.7% |
| All | +57.0% | +65.4% | -8.4% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling