-98.4%
FMFC vs VT
+25.6%
-124.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +2.2% |
| 7D | -19.9% | +0.4% | -20.3% | -19.3% |
| 30D | -48.5% | -2.6% | -45.9% | -46.9% |
| 3M | -75.7% | -3.2% | -72.5% | -74.8% |
| 6M | -83.0% | +0.9% | -84.0% | -83.2% |
| YTD | -74.3% | +11.3% | -85.6% | -77.1% |
| 1Y | -91.0% | +14.0% | -105.0% | -92.2% |
| All | -98.4% | +25.6% | -124.0% | -99.1% |
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