+3.8%
FTXG vs VT
+57.4%
-53.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | +8.6% | -2.6% | +11.2% | +9.5% |
| 3M | +3.1% | -3.2% | +6.4% | +4.2% |
| 6M | +5.6% | +0.9% | +4.6% | +4.8% |
| YTD | +13.3% | +11.3% | +2.0% | +8.1% |
| 1Y | +14.7% | +14.0% | +0.7% | +8.3% |
| 3Y | +9.5% | +75.8% | -66.3% | -15.4% |
| 5Y | +3.8% | +57.8% | -54.0% | -17.7% |
| All | +3.8% | +57.4% | -53.5% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling