-48.1%
FMQQ vs VT
+70.7%
-118.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -0.3% | +1.0% | -1.3% | -1.5% |
| 30D | +1.8% | -0.2% | +2.0% | +2.0% |
| 3M | +15.6% | +4.5% | +11.1% | +9.5% |
| 6M | +8.7% | +14.1% | -5.3% | -7.1% |
| YTD | -7.2% | +14.8% | -22.0% | -21.3% |
| 1Y | -15.5% | +21.2% | -36.7% | -32.9% |
| 3Y | +19.6% | +76.6% | -57.0% | -41.6% |
| All | -48.1% | +70.7% | -118.8% | -73.0% |
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