-20.7%
FMQQ vs VT
+10.7%
-31.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +2.5% |
| 7D | +3.1% | -4.2% | +7.3% | +7.7% |
| 30D | -5.8% | -5.8% | 0.0% | +0.2% |
| 3M | -8.3% | -5.2% | -3.0% | -3.1% |
| 6M | -2.1% | +0.1% | -2.3% | -3.3% |
| YTD | -15.1% | +8.2% | -23.3% | -23.9% |
| 1Y | -20.7% | +10.1% | -30.8% | -30.4% |
| All | -20.7% | +10.7% | -31.4% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling