+47.7%
FMTM vs VT
+32.3%
+15.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.4% | +0.8% |
| 7D | -8.2% | -4.2% | -4.0% | -3.8% |
| 30D | -7.3% | -5.8% | -1.5% | -0.9% |
| 3M | -5.8% | -5.2% | -0.5% | 0.0% |
| 6M | -8.1% | +0.1% | -8.2% | -7.5% |
| YTD | +15.5% | +8.2% | +7.3% | +8.0% |
| 1Y | +17.0% | +10.1% | +6.9% | +7.9% |
| All | +47.7% | +32.3% | +15.5% | +21.4% |
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