+20.2%
FMF vs VT
+69.7%
-49.6%
-7.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.3% | -2.3% | 0.0% | -2.1% |
| 30D | -2.7% | -5.0% | +2.3% | -2.1% |
| 3M | +2.1% | -4.9% | +7.0% | +2.7% |
| 6M | +0.4% | -1.5% | +2.0% | +0.5% |
| YTD | +9.7% | +8.5% | +1.2% | +8.5% |
| 1Y | +11.0% | +11.4% | -0.4% | +9.4% |
| 3Y | +20.2% | +70.1% | -49.9% | +18.0% |
| All | +20.2% | +69.7% | -49.6% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling