+77.4%
FXU vs VT
+53.4%
+24.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | -0.7% | -2.3% | +1.6% | +0.4% |
| 30D | +6.1% | -5.0% | +11.0% | +8.6% |
| 3M | +1.0% | -4.9% | +5.9% | +3.4% |
| 6M | +0.4% | -1.5% | +2.0% | +0.7% |
| YTD | +8.4% | +8.5% | -0.1% | +2.8% |
| 1Y | +6.4% | +11.4% | -5.0% | -0.6% |
| 3Y | +74.1% | +70.1% | +4.1% | +25.8% |
| All | +77.4% | +53.4% | +24.0% | +30.0% |
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