+8.5%
FMUB vs VT
+52.0%
-43.5%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.6% |
| 7D | +1.2% | -4.2% | +5.4% | +1.5% |
| 30D | +4.4% | -5.8% | +10.2% | +4.8% |
| 3M | 0.0% | -5.2% | +5.3% | +0.4% |
| 6M | +0.6% | +0.1% | +0.5% | +0.6% |
| YTD | +1.7% | +8.2% | -6.5% | +1.3% |
| 1Y | +2.3% | +10.1% | -7.8% | +1.7% |
| All | +8.5% | +52.0% | -43.5% | +5.7% |
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