-49.3%
FMQQ vs VT
+68.2%
-117.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.5% |
| 7D | -3.6% | -2.0% | -1.6% | -1.3% |
| 30D | -3.0% | -1.4% | -1.5% | -1.3% |
| 3M | +14.9% | +4.7% | +10.2% | +8.6% |
| 6M | +6.0% | +11.4% | -5.3% | -6.8% |
| YTD | -9.4% | +13.1% | -22.4% | -21.8% |
| 1Y | -17.2% | +19.0% | -36.2% | -32.8% |
| 3Y | +16.9% | +73.9% | -57.1% | -41.9% |
| All | -49.3% | +68.2% | -117.5% | -73.2% |
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