+27.3%
FMHI vs VT
+165.0%
-137.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -1.0% | -1.1% | +0.1% | -0.9% |
| 30D | -2.8% | -1.0% | -1.8% | -2.7% |
| 3M | -3.1% | +3.2% | -6.3% | -3.4% |
| 6M | -1.4% | +12.5% | -13.9% | -2.5% |
| YTD | -0.4% | +14.1% | -14.5% | -1.7% |
| 1Y | +1.7% | +18.9% | -17.2% | 0.0% |
| 3Y | +13.2% | +74.1% | -60.9% | +7.0% |
| 5Y | -0.3% | +66.9% | -67.1% | -5.6% |
| All | +27.3% | +165.0% | -137.7% | +11.8% |
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 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