+179.4%
FTXL vs VT
+69.7%
+109.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.5% |
| 7D | -12.4% | -2.3% | -10.1% | -7.3% |
| 30D | -28.4% | -5.0% | -23.4% | -18.9% |
| 3M | -19.7% | -4.9% | -14.9% | -9.1% |
| 6M | -20.8% | -1.5% | -19.2% | -14.7% |
| YTD | +42.9% | +8.5% | +34.4% | +26.8% |
| 1Y | +49.3% | +11.4% | +37.9% | +26.0% |
| 3Y | +179.4% | +70.1% | +109.4% | +7.6% |
| All | +179.4% | +69.7% | +109.7% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling