+336.9%
FMX vs VT
+346.0%
-9.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | +3.0% | -2.3% | +5.3% | +5.0% |
| 30D | +12.5% | -5.0% | +17.5% | +17.3% |
| 3M | +7.9% | -4.9% | +12.7% | +12.2% |
| 6M | +9.4% | -1.5% | +10.9% | +10.2% |
| YTD | +34.3% | +8.5% | +25.8% | +24.2% |
| 1Y | +45.4% | +11.4% | +34.1% | +31.3% |
| 3Y | +21.6% | +70.1% | -48.5% | -25.4% |
| 5Y | +87.8% | +53.7% | +34.1% | +24.0% |
| 10Y | +84.6% | +220.0% | -135.4% | -38.5% |
| All | +336.9% | +346.0% | -9.1% | -7.6% |
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