+32.8%
FMF vs VT
+215.5%
-182.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.3% | -2.3% | 0.0% | -2.3% |
| 30D | -2.7% | -5.0% | +2.3% | -2.5% |
| 3M | +2.1% | -4.9% | +7.0% | +2.3% |
| 6M | +0.4% | -1.5% | +2.0% | +0.4% |
| YTD | +9.7% | +8.5% | +1.2% | +9.4% |
| 1Y | +11.0% | +11.4% | -0.4% | +10.6% |
| 3Y | +20.2% | +70.1% | -49.9% | +18.8% |
| 5Y | +27.2% | +53.7% | -26.5% | +27.4% |
| All | +32.8% | +215.5% | -182.7% | +31.0% |
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 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