-82.2%
FMST vs VT
+73.1%
-155.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +2.8% |
| 7D | +19.9% | -0.3% | +20.2% | +20.6% |
| 30D | +34.5% | -1.4% | +35.9% | +37.9% |
| 3M | -49.0% | -1.4% | -47.6% | -47.6% |
| 6M | -53.0% | +5.5% | -58.4% | -55.9% |
| YTD | -65.6% | +12.8% | -78.4% | -70.0% |
| 1Y | -74.3% | +15.4% | -89.8% | -78.1% |
| 3Y | -75.1% | +76.9% | -152.0% | -85.5% |
| All | -82.2% | +73.1% | -155.3% | -90.0% |
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