-85.4%
FMC price history and return analytics
+223.7%
-309.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.6% | -6.5% | -6.8% |
| 7D | -16.8% | +0.4% | -17.1% | -17.2% |
| 30D | -35.2% | -2.6% | -32.6% | -33.9% |
| 3M | -48.5% | -3.2% | -45.2% | -47.1% |
| 6M | -59.0% | +0.9% | -59.9% | -59.9% |
| YTD | -60.2% | +11.3% | -71.5% | -65.0% |
| 1Y | -60.3% | +14.0% | -74.3% | -66.0% |
| 3Y | -87.8% | +75.8% | -163.7% | -93.5% |
| 5Y | -94.0% | +57.8% | -151.9% | -96.4% |
| 10Y | -85.4% | +219.8% | -305.2% | -96.4% |
| All | -85.4% | +223.7% | -309.1% | -96.4% |
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