+142.2%
FTXR vs VT
+220.5%
-78.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.5% |
| 7D | -0.4% | -0.1% | -0.2% | -0.2% |
| 30D | -4.1% | -0.7% | -3.4% | -3.3% |
| 3M | -4.3% | +4.0% | -8.3% | -8.3% |
| 6M | +10.1% | +12.3% | -2.2% | -3.0% |
| YTD | +11.0% | +14.0% | -3.0% | -3.7% |
| 1Y | +26.2% | +20.3% | +5.9% | +3.4% |
| 3Y | +57.7% | +75.4% | -17.7% | -12.4% |
| 5Y | +48.3% | +66.0% | -17.6% | -12.3% |
| All | +142.2% | +220.5% | -78.3% | -14.4% |
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