+11.4%
FMS vs VT
+356.1%
-344.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -3.4% | -1.6% | -1.8% | -2.4% |
| 30D | -2.3% | -2.5% | +0.2% | -0.8% |
| 3M | -14.0% | -1.3% | -12.7% | -13.4% |
| 6M | +0.5% | +3.1% | -2.6% | -2.1% |
| YTD | -5.1% | +10.9% | -16.0% | -12.1% |
| 1Y | -14.2% | +12.1% | -26.3% | -21.0% |
| 3Y | +37.3% | +73.9% | -36.6% | -5.8% |
| 5Y | -25.5% | +58.0% | -83.5% | -46.0% |
| 10Y | -33.4% | +225.5% | -258.9% | -69.9% |
| All | +11.4% | +356.1% | -344.7% | -66.3% |
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