+48.5%
FTXG vs VT
+217.6%
-169.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +8.6% | -3.1% | +11.7% | +10.1% |
| 3M | +3.6% | -3.5% | +7.1% | +5.2% |
| 6M | +5.6% | +0.5% | +5.1% | +4.8% |
| YTD | +13.4% | +10.8% | +2.6% | +6.8% |
| 1Y | +14.7% | +11.9% | +2.8% | +7.4% |
| 3Y | +9.4% | +73.0% | -63.5% | -19.6% |
| 5Y | +3.7% | +58.6% | -54.9% | -20.9% |
| 10Y | +48.5% | +219.2% | -170.7% | -25.8% |
| All | +48.5% | +217.6% | -169.1% | -25.8% |
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