-22.5%
FMS price history and return analytics
+53.4%
-75.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +4.1% | -2.3% | +6.5% | +5.4% |
| 30D | +13.1% | -5.0% | +18.1% | +16.2% |
| 3M | -2.9% | -4.9% | +2.0% | -0.3% |
| 6M | +15.9% | -1.5% | +17.4% | +16.1% |
| YTD | +2.2% | +8.5% | -6.3% | -4.0% |
| 1Y | +0.2% | +11.4% | -11.2% | -7.5% |
| 3Y | +51.9% | +70.1% | -18.1% | +5.3% |
| All | -22.5% | +53.4% | -75.9% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling