-38.0%
FXY vs VT
+345.0%
-383.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | -0.1% |
| 7D | +0.1% | -4.2% | +4.2% | -0.4% |
| 30D | +0.2% | -5.8% | +6.0% | -0.5% |
| 3M | -0.2% | -5.2% | +5.1% | -0.8% |
| 6M | -0.2% | +0.1% | -0.4% | -0.2% |
| YTD | -1.1% | +8.2% | -9.3% | 0.0% |
| 1Y | -2.7% | +10.1% | -12.8% | -1.5% |
| 3Y | -6.6% | +69.7% | -76.3% | 0.0% |
| 5Y | -30.0% | +53.4% | -83.4% | -26.0% |
| 10Y | -38.0% | +219.2% | -257.3% | -25.7% |
| All | -38.0% | +345.0% | -383.0% | -22.0% |
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