-83.0%
FMST vs VT
+70.0%
-153.0%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.5% | -15.9% | -15.6% |
| 7D | +0.4% | -0.1% | +0.6% | +0.9% |
| 30D | +13.0% | -3.1% | +16.1% | +19.4% |
| 3M | -48.9% | -3.5% | -45.4% | -45.7% |
| 6M | -58.6% | +0.5% | -59.1% | -58.3% |
| YTD | -67.2% | +10.8% | -78.0% | -70.5% |
| 1Y | -74.4% | +11.9% | -86.3% | -77.1% |
| 3Y | -72.5% | +73.0% | -145.5% | -83.5% |
| All | -83.0% | +70.0% | -153.0% | -90.2% |
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