-36.1%
FXY vs VT
+217.6%
-253.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +0.1% | -0.1% | +0.2% | 0.0% |
| 30D | -0.3% | -3.1% | +2.7% | -0.4% |
| 3M | +0.2% | -3.5% | +3.7% | 0.0% |
| 6M | -1.5% | +0.5% | -2.0% | -1.5% |
| YTD | -1.6% | +10.8% | -12.4% | -1.1% |
| 1Y | -3.4% | +11.9% | -15.3% | -2.8% |
| 3Y | -5.7% | +73.0% | -78.7% | -2.7% |
| 5Y | -30.0% | +58.6% | -88.6% | -28.7% |
| 10Y | -36.1% | +219.2% | -255.2% | -27.4% |
| All | -36.1% | +217.6% | -253.7% | -27.4% |
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