-80.2%
FMST vs VT
+66.5%
-146.6%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.2% | +17.7% | +17.6% |
| 7D | +39.4% | -2.3% | +41.7% | +44.7% |
| 30D | +44.6% | -5.0% | +49.6% | +57.1% |
| 3M | -43.0% | -4.9% | -38.1% | -38.1% |
| 6M | -52.4% | -1.5% | -50.8% | -50.5% |
| YTD | -61.8% | +8.5% | -70.3% | -64.6% |
| 1Y | -69.5% | +11.4% | -80.9% | -72.5% |
| 3Y | -74.7% | +70.1% | -144.8% | -84.4% |
| All | -80.2% | +66.5% | -146.6% | -88.2% |
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 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