-31.2%
FXY vs VT
+66.2%
-97.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.5% | +0.4% | +2.0% | +2.5% |
| 30D | +0.9% | +1.0% | -0.1% | +0.9% |
| 3M | +2.3% | +2.4% | -0.1% | +2.2% |
| 6M | +0.3% | +12.0% | -11.7% | -0.2% |
| YTD | 0.0% | +15.3% | -15.3% | -0.5% |
| 1Y | -5.3% | +22.6% | -27.9% | -6.0% |
| 3Y | -7.8% | +74.7% | -82.5% | -10.2% |
| All | -31.2% | +66.2% | -97.4% | -35.1% |
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 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