+1,123.5%
FTXL vs VT
+227.7%
+895.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +3.0% |
| 7D | +7.0% | +1.0% | +6.0% | +5.2% |
| 30D | -1.6% | -0.2% | -1.3% | -1.1% |
| 3M | -9.8% | +4.5% | -14.4% | -14.7% |
| 6M | +63.5% | +14.1% | +49.4% | +36.3% |
| YTD | +79.7% | +14.8% | +65.0% | +49.1% |
| 1Y | +130.5% | +21.2% | +109.3% | +77.2% |
| 3Y | +238.2% | +76.6% | +161.7% | +54.4% |
| 5Y | +251.6% | +66.6% | +185.0% | +80.7% |
| All | +1,123.5% | +227.7% | +895.8% | +168.6% |
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