+63.4%
FMX vs VT
+224.5%
-161.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.2% | +0.4% | -0.2% | -0.1% |
| 30D | -3.2% | +1.0% | -4.2% | -3.9% |
| 3M | -0.4% | +2.4% | -2.7% | -2.3% |
| 6M | +11.2% | +12.0% | -0.8% | +1.7% |
| YTD | +22.7% | +15.3% | +7.4% | +9.7% |
| 1Y | +45.1% | +22.6% | +22.5% | +23.7% |
| 3Y | +21.1% | +74.7% | -53.6% | -22.8% |
| 5Y | +64.7% | +66.1% | -1.5% | +8.4% |
| All | +63.4% | +224.5% | -161.1% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling