+41.1%
FMS vs VT
+73.6%
-32.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -3.4% | -1.6% | -1.8% | -2.7% |
| 30D | -2.3% | -2.5% | +0.2% | -1.2% |
| 3M | -14.0% | -1.3% | -12.7% | -13.6% |
| 6M | +0.5% | +3.1% | -2.6% | -1.9% |
| YTD | -5.1% | +10.9% | -16.0% | -11.7% |
| 1Y | -14.2% | +12.1% | -26.3% | -20.7% |
| All | +41.1% | +73.6% | -32.5% | -23.2% |
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