+10.0%
FMS vs VT
+75.0%
-64.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -1.9% | +0.4% | -2.4% | -2.1% |
| 30D | -5.1% | +1.0% | -6.1% | -5.6% |
| 3M | +3.3% | +2.4% | +0.9% | +1.8% |
| 6M | +2.4% | +12.0% | -9.6% | -4.6% |
| YTD | -1.0% | +15.3% | -16.4% | -9.7% |
| 1Y | -3.0% | +22.6% | -25.6% | -14.8% |
| All | +10.0% | +75.0% | -64.9% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling