+345.7%
FMX vs VT
+355.4%
-9.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | +12.7% | -3.1% | +15.8% | +15.5% |
| 3M | +12.1% | -3.5% | +15.6% | +15.2% |
| 6M | +12.5% | +0.5% | +12.0% | +11.3% |
| YTD | +37.0% | +10.8% | +26.2% | +24.4% |
| 1Y | +46.1% | +11.9% | +34.2% | +31.5% |
| 3Y | +25.5% | +73.0% | -47.5% | -24.1% |
| 5Y | +92.9% | +58.6% | +34.3% | +23.9% |
| 10Y | +105.1% | +219.2% | -114.1% | -31.5% |
| All | +345.7% | +355.4% | -9.8% | -7.5% |
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 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