-5.0%
FXA vs VT
+345.0%
-350.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +0.5% |
| 7D | -1.6% | -4.2% | +2.6% | +0.1% |
| 30D | -0.8% | -5.8% | +5.0% | +1.6% |
| 3M | -1.7% | -5.2% | +3.6% | +0.4% |
| 6M | -3.0% | +0.1% | -3.2% | -3.2% |
| YTD | +4.7% | +8.2% | -3.5% | +1.2% |
| 1Y | +7.5% | +10.1% | -2.6% | +3.1% |
| 3Y | +10.5% | +69.7% | -59.1% | -11.4% |
| 5Y | -2.2% | +53.4% | -55.5% | -19.0% |
| 10Y | -4.0% | +219.2% | -223.3% | -43.2% |
| All | -5.0% | +345.0% | -350.0% | -60.0% |
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