+1,097.7%
FTXL vs VT
+229.3%
+868.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +3.5% | +0.4% | +3.0% | +2.7% |
| 30D | -1.3% | +1.0% | -2.3% | -2.7% |
| 3M | -16.6% | +2.4% | -18.9% | -18.1% |
| 6M | +49.7% | +12.0% | +37.7% | +28.5% |
| YTD | +75.9% | +15.3% | +60.6% | +44.8% |
| 1Y | +131.1% | +22.6% | +108.5% | +74.5% |
| 3Y | +216.3% | +74.7% | +141.7% | +46.7% |
| 5Y | +236.4% | +66.1% | +170.2% | +73.5% |
| All | +1,097.7% | +229.3% | +868.4% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling