+447.5%
FXD vs VT
+374.2%
+73.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.2% | +0.4% | -1.6% | -1.6% |
| 30D | -4.6% | +1.0% | -5.6% | -5.5% |
| 3M | +2.4% | +2.4% | 0.0% | -0.2% |
| 6M | +0.6% | +12.0% | -11.4% | -9.9% |
| YTD | +0.5% | +15.3% | -14.9% | -12.6% |
| 1Y | -1.7% | +22.6% | -24.2% | -19.2% |
| 3Y | +28.2% | +74.7% | -46.4% | -23.8% |
| 5Y | +16.0% | +66.1% | -50.2% | -26.9% |
| 10Y | +108.2% | +225.0% | -116.9% | -24.4% |
| All | +447.5% | +374.2% | +73.3% | +51.6% |
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