-13.9%
FMN vs VT
+58.5%
-72.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -0.7% | +2.9% | -3.6% | -1.2% |
| 30D | +3.5% | -2.5% | +6.0% | +4.0% |
| 3M | -5.5% | -3.3% | -2.1% | -4.9% |
| 6M | -5.4% | +1.5% | -6.9% | -5.8% |
| YTD | -2.6% | +11.4% | -13.9% | -4.7% |
| 1Y | -3.1% | +11.9% | -15.0% | -5.3% |
| 3Y | +21.1% | +73.9% | -52.8% | +8.1% |
| 5Y | -13.9% | +57.9% | -71.8% | -22.6% |
| All | -13.9% | +58.5% | -72.4% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling