+120.6%
FMN vs VT
+374.2%
-253.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.6% | +0.4% | -2.1% | -1.7% |
| 30D | -1.7% | +1.0% | -2.6% | -1.9% |
| 3M | -1.5% | +2.4% | -3.9% | -2.0% |
| 6M | -1.3% | +12.0% | -13.3% | -3.7% |
| YTD | +1.3% | +15.3% | -14.0% | -1.8% |
| 1Y | +7.6% | +22.6% | -14.9% | +3.0% |
| 3Y | +21.2% | +74.7% | -53.5% | +7.2% |
| 5Y | -13.0% | +66.1% | -79.1% | -22.7% |
| 10Y | +7.8% | +225.0% | -217.2% | -17.7% |
| All | +120.6% | +374.2% | -253.6% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling