+392.7%
FXU vs VT
+345.0%
+47.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +1.7% |
| 7D | +0.5% | -4.2% | +4.7% | +3.2% |
| 30D | +7.0% | -5.8% | +12.8% | +10.9% |
| 3M | +1.8% | -5.2% | +7.0% | +5.1% |
| 6M | 0.0% | +0.1% | -0.2% | -0.8% |
| YTD | +9.3% | +8.2% | +1.0% | +2.9% |
| 1Y | +7.4% | +10.1% | -2.7% | -0.1% |
| 3Y | +74.2% | +69.7% | +4.5% | +21.3% |
| 5Y | +76.4% | +53.4% | +23.0% | +29.9% |
| 10Y | +152.6% | +219.2% | -66.6% | +14.7% |
| All | +392.7% | +345.0% | +47.7% | +60.0% |
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 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