+45.9%
FMTM vs VT
+32.6%
+13.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -5.0% | -2.3% | -2.7% | -2.6% |
| 30D | -8.1% | -5.0% | -3.2% | -2.8% |
| 3M | -5.2% | -4.9% | -0.3% | +0.2% |
| 6M | -10.2% | -1.5% | -8.7% | -8.2% |
| YTD | +14.1% | +8.5% | +5.6% | +6.4% |
| 1Y | +16.8% | +11.4% | +5.5% | +6.7% |
| All | +45.9% | +32.6% | +13.3% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling