-76.5%
FMST vs VT
+77.0%
-153.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -13.7% | +0.4% | -14.1% | -14.2% |
| 30D | -35.3% | +1.0% | -36.2% | -36.0% |
| 3M | -43.3% | +2.4% | -45.7% | -45.0% |
| 6M | -58.3% | +12.0% | -70.4% | -64.0% |
| YTD | -54.8% | +15.3% | -70.1% | -62.0% |
| 1Y | -71.4% | +22.6% | -94.0% | -77.1% |
| 3Y | -80.2% | +74.7% | -154.9% | -89.8% |
| All | -76.5% | +77.0% | -153.5% | -87.3% |
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