-36.3%
FXY vs VT
+223.7%
-260.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.5% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +0.2% | -2.6% | +2.8% | +0.1% |
| 3M | -0.3% | -3.2% | +2.9% | -0.5% |
| 6M | -1.0% | +0.9% | -1.9% | -0.9% |
| YTD | -1.1% | +11.3% | -12.4% | -0.5% |
| 1Y | -3.2% | +14.0% | -17.2% | -2.5% |
| 3Y | -5.4% | +75.8% | -81.2% | -2.3% |
| 5Y | -30.3% | +57.8% | -88.1% | -29.0% |
| 10Y | -36.3% | +219.8% | -256.1% | -28.1% |
| All | -36.3% | +223.7% | -260.0% | -28.1% |
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 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