+479.6%
FXL vs VT
+217.6%
+262.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.6% |
| 7D | -2.9% | -0.1% | -2.8% | -2.7% |
| 30D | -11.3% | -3.1% | -8.2% | -7.4% |
| 3M | -5.5% | -3.5% | -2.0% | -0.7% |
| 6M | +3.2% | +0.5% | +2.8% | +3.5% |
| YTD | +21.3% | +10.8% | +10.6% | +7.4% |
| 1Y | +18.2% | +11.9% | +6.4% | +3.5% |
| 3Y | +81.3% | +73.0% | +8.3% | -6.8% |
| 5Y | +52.7% | +58.6% | -5.9% | -11.1% |
| 10Y | +479.6% | +219.2% | +260.4% | +48.9% |
| All | +479.6% | +217.6% | +262.0% | +48.9% |
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