+61.2%
FMET vs VT
+69.7%
-8.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | -0.7% |
| 7D | +4.6% | +0.4% | +4.2% | +4.0% |
| 30D | -4.3% | -2.6% | -1.7% | -0.9% |
| 3M | -2.2% | -3.2% | +1.1% | +2.2% |
| 6M | -0.8% | +0.9% | -1.7% | -1.7% |
| YTD | +5.9% | +11.3% | -5.4% | -7.7% |
| 1Y | +4.9% | +14.0% | -9.1% | -11.3% |
| 3Y | +52.7% | +75.8% | -23.2% | -25.2% |
| All | +61.2% | +69.7% | -8.5% | -18.8% |
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