+485.7%
FXD vs VT
+363.9%
+121.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +3.9% |
| 7D | +9.9% | -0.3% | +10.2% | +10.3% |
| 30D | +13.0% | -1.4% | +14.5% | +14.5% |
| 3M | +2.0% | -1.4% | +3.4% | +3.3% |
| 6M | +12.6% | +5.5% | +7.1% | +6.6% |
| YTD | +7.5% | +12.8% | -5.4% | -4.5% |
| 1Y | +14.0% | +15.4% | -1.4% | -0.9% |
| 3Y | +47.3% | +76.9% | -29.5% | -13.5% |
| 5Y | +19.6% | +60.4% | -40.8% | -22.2% |
| 10Y | +137.9% | +232.8% | -94.8% | -15.0% |
| All | +485.7% | +363.9% | +121.8% | +65.5% |
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