-71.4%
FMST vs VT
+23.3%
-94.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -13.7% | +0.4% | -14.2% | -14.8% |
| 30D | -35.3% | +1.0% | -36.3% | -36.9% |
| 3M | -43.3% | +2.4% | -45.7% | -46.9% |
| 6M | -58.4% | +12.0% | -70.4% | -69.9% |
| YTD | -54.8% | +15.3% | -70.2% | -71.4% |
| 1Y | -71.4% | +22.6% | -94.0% | -84.2% |
| All | -71.4% | +23.3% | -94.7% | -84.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling