+42.4%
FTXG vs VT
+215.5%
-173.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +1.6% | -2.3% | +3.9% | +2.7% |
| 30D | +9.4% | -5.0% | +14.4% | +11.9% |
| 3M | +2.5% | -4.9% | +7.3% | +4.7% |
| 6M | +4.3% | -1.5% | +5.8% | +4.5% |
| YTD | +12.5% | +8.5% | +4.0% | +7.1% |
| 1Y | +15.7% | +11.4% | +4.3% | +8.5% |
| 3Y | +8.4% | +70.1% | -61.6% | -19.8% |
| 5Y | +2.9% | +53.7% | -50.8% | -20.2% |
| All | +42.4% | +215.5% | -173.1% | -30.2% |
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