-26.5%
FXB vs VT
+374.2%
-400.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +0.5% | +1.0% | -0.4% | +0.4% |
| 3M | +1.3% | +2.4% | -1.1% | +0.8% |
| 6M | +2.1% | +12.0% | -9.9% | -0.2% |
| YTD | +1.7% | +15.3% | -13.7% | -1.2% |
| 1Y | +2.8% | +22.6% | -19.8% | -1.2% |
| 3Y | +16.4% | +74.7% | -58.3% | +4.1% |
| 5Y | +7.5% | +66.1% | -58.6% | -3.5% |
| 10Y | +10.6% | +225.0% | -214.4% | -13.3% |
| All | -26.5% | +374.2% | -400.7% | -51.3% |
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