+77.4%
FXU vs VT
+57.5%
+19.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +6.5% | -3.1% | +9.6% | +8.0% |
| 3M | +3.1% | -3.5% | +6.6% | +4.7% |
| 6M | +3.5% | +0.5% | +3.0% | +2.7% |
| YTD | +9.8% | +10.8% | -1.0% | +3.1% |
| 1Y | +6.7% | +11.9% | -5.2% | -0.4% |
| 3Y | +81.8% | +73.0% | +8.8% | +30.2% |
| 5Y | +77.4% | +58.6% | +18.8% | +27.9% |
| All | +77.4% | +57.5% | +19.9% | +27.9% |
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 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