+165.6%
FTXH vs VT
+223.7%
-58.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +0.5% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +7.5% | -2.6% | +10.1% | +9.3% |
| 3M | +12.3% | -3.2% | +15.5% | +14.6% |
| 6M | +31.2% | +0.9% | +30.2% | +29.9% |
| YTD | +35.3% | +11.3% | +24.0% | +25.5% |
| 1Y | +48.4% | +14.0% | +34.4% | +35.5% |
| 3Y | +92.3% | +75.8% | +16.4% | +31.4% |
| 5Y | +75.4% | +57.8% | +17.6% | +27.7% |
| 10Y | +165.6% | +219.8% | -54.2% | +28.6% |
| All | +165.6% | +223.7% | -58.1% | +28.6% |
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 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