-37.6%
FMS vs VT
+224.5%
-262.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -1.9% | +0.4% | -2.4% | -2.2% |
| 30D | -5.1% | +1.0% | -6.1% | -5.8% |
| 3M | +3.3% | +2.4% | +0.9% | +1.3% |
| 6M | +2.4% | +12.0% | -9.6% | -6.1% |
| YTD | -1.0% | +15.3% | -16.4% | -11.3% |
| 1Y | -3.0% | +22.6% | -25.6% | -16.8% |
| 3Y | +4.9% | +74.7% | -69.7% | -31.1% |
| 5Y | -32.1% | +66.1% | -98.3% | -54.1% |
| All | -37.6% | +224.5% | -262.0% | -76.0% |
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