-22.0%
FMS price history and return analytics
+57.5%
-79.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +4.6% | -0.1% | +4.8% | +4.6% |
| 30D | +8.0% | -3.1% | +11.0% | +9.7% |
| 3M | -6.6% | -3.5% | -3.1% | -4.9% |
| 6M | +7.4% | +0.5% | +6.9% | +6.3% |
| YTD | -0.7% | +10.8% | -11.5% | -7.9% |
| 1Y | -0.2% | +11.9% | -12.1% | -8.0% |
| 3Y | +45.7% | +73.0% | -27.3% | 0.0% |
| 5Y | -22.0% | +58.6% | -80.6% | -44.1% |
| All | -22.0% | +57.5% | -79.6% | -44.1% |
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