+159.5%
FXZ vs VT
+214.8%
-55.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +2.3% |
| 7D | -2.7% | -4.2% | +1.5% | +2.3% |
| 30D | -6.1% | -5.8% | -0.3% | +0.7% |
| 3M | -9.0% | -5.2% | -3.8% | -3.0% |
| 6M | -7.8% | +0.1% | -7.9% | -7.9% |
| YTD | +15.2% | +8.2% | +6.9% | +4.8% |
| 1Y | +26.7% | +10.1% | +16.6% | +13.0% |
| 3Y | +26.0% | +69.7% | -43.6% | -32.6% |
| 5Y | +30.0% | +53.4% | -23.3% | -21.3% |
| All | +159.5% | +214.8% | -55.3% | -31.5% |
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