+68.4%
FXL vs VT
+66.2%
+2.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +0.2% | +0.4% | -0.3% | -0.4% |
| 30D | +2.0% | +1.0% | +1.0% | +0.6% |
| 3M | -2.6% | +2.4% | -4.9% | -5.3% |
| 6M | +30.4% | +12.0% | +18.4% | +11.8% |
| YTD | +27.9% | +15.3% | +12.6% | +5.3% |
| 1Y | +34.5% | +22.6% | +11.9% | +2.0% |
| 3Y | +83.9% | +74.7% | +9.3% | -13.0% |
| All | +68.4% | +66.2% | +2.2% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling