-28.7%
FMS vs VT
+231.8%
-260.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +5.5% |
| 7D | +2.5% | -0.3% | +2.8% | +2.8% |
| 30D | +2.4% | -1.4% | +3.8% | +3.4% |
| 3M | -3.4% | -1.4% | -2.0% | -2.6% |
| 6M | +6.5% | +5.5% | +1.0% | +1.9% |
| YTD | +1.3% | +12.8% | -11.6% | -7.9% |
| 1Y | -0.7% | +15.4% | -16.1% | -11.2% |
| 3Y | +46.5% | +76.9% | -30.4% | -4.7% |
| 5Y | -21.5% | +60.4% | -81.9% | -45.5% |
| 10Y | -28.7% | +232.8% | -261.5% | -74.7% |
| All | -28.7% | +231.8% | -260.5% | -74.7% |
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