+21.3%
FMS price history and return analytics
+345.0%
-323.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +4.6% |
| 7D | +2.3% | -4.2% | +6.5% | +5.0% |
| 30D | +5.5% | -5.8% | +11.3% | +9.5% |
| 3M | -1.0% | -5.2% | +4.3% | +2.3% |
| 6M | +21.9% | +0.1% | +21.8% | +21.0% |
| YTD | +3.3% | +8.2% | -4.9% | -2.8% |
| 1Y | +1.5% | +10.1% | -8.6% | -5.6% |
| 3Y | +49.5% | +69.7% | -20.2% | +4.1% |
| 5Y | -22.8% | +53.4% | -76.1% | -43.0% |
| 10Y | -27.3% | +219.2% | -246.5% | -66.7% |
| All | +21.3% | +345.0% | -323.7% | -62.8% |
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