+124.4%
FXD vs VT
+215.5%
-91.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.3% |
| 7D | +2.7% | -2.3% | +5.0% | +5.5% |
| 30D | +9.0% | -5.0% | +14.0% | +15.5% |
| 3M | -0.6% | -4.9% | +4.3% | +5.1% |
| 6M | +5.2% | -1.5% | +6.7% | +6.4% |
| YTD | +3.4% | +8.5% | -5.1% | -6.9% |
| 1Y | +9.9% | +11.4% | -1.4% | -4.0% |
| 3Y | +43.2% | +70.1% | -26.9% | -24.1% |
| 5Y | +14.0% | +53.7% | -39.8% | -31.3% |
| All | +124.4% | +215.5% | -91.1% | -35.8% |
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