-98.8%
FMFC vs VT
+25.0%
-123.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.6% | -0.5% | -26.1% | -26.1% |
| 7D | -44.4% | -0.1% | -44.3% | -43.6% |
| 30D | -62.2% | -3.1% | -59.2% | -60.8% |
| 3M | -81.2% | -3.5% | -77.7% | -80.4% |
| 6M | -87.6% | +0.5% | -88.0% | -87.6% |
| YTD | -81.1% | +10.8% | -91.9% | -83.1% |
| 1Y | -91.6% | +11.9% | -103.5% | -92.5% |
| All | -98.8% | +25.0% | -123.8% | -99.3% |
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