+128.8%
FSMD vs VT
+158.6%
-29.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | +0.4% | +0.4% | -0.1% | -0.1% |
| 30D | -1.4% | +1.0% | -2.3% | -2.3% |
| 3M | +1.8% | +2.4% | -0.6% | -0.7% |
| 6M | +11.0% | +12.0% | -1.1% | -1.2% |
| YTD | +17.5% | +15.3% | +2.1% | +1.5% |
| 1Y | +18.1% | +22.6% | -4.5% | -4.2% |
| 3Y | +56.5% | +74.7% | -18.1% | -11.0% |
| 5Y | +58.0% | +66.1% | -8.1% | -5.4% |
| All | +128.8% | +158.6% | -29.8% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling