+939.4%
FTXL vs VT
+217.6%
+721.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.6% |
| 7D | -5.3% | -0.1% | -5.2% | -4.6% |
| 30D | -20.4% | -3.1% | -17.3% | -15.4% |
| 3M | -13.7% | -3.5% | -10.2% | -7.4% |
| 6M | -18.1% | +0.5% | -18.6% | -15.9% |
| YTD | +52.8% | +10.8% | +42.0% | +35.8% |
| 1Y | +56.5% | +11.9% | +44.6% | +37.4% |
| 3Y | +188.1% | +73.0% | +115.1% | +37.6% |
| 5Y | +170.4% | +58.6% | +111.7% | +51.4% |
| 10Y | +939.4% | +219.2% | +720.2% | +132.1% |
| All | +939.4% | +217.6% | +721.8% | +132.1% |
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