+32.5%
FXZ vs VT
+57.9%
-25.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.8% | -1.6% | -1.2% | -1.0% |
| 30D | -4.9% | -2.5% | -2.4% | -2.1% |
| 3M | -4.1% | -1.3% | -2.8% | -2.6% |
| 6M | -6.3% | +3.1% | -9.4% | -9.4% |
| YTD | +15.7% | +10.9% | +4.8% | +2.9% |
| 1Y | +26.4% | +12.1% | +14.4% | +11.3% |
| 3Y | +26.7% | +73.9% | -47.2% | -32.0% |
| All | +32.5% | +57.9% | -25.4% | -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 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