+584.9%
FYX vs VT
+374.2%
+210.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | -2.2% | +1.0% | -3.2% | -3.1% |
| 3M | +5.3% | +2.4% | +2.9% | +2.7% |
| 6M | +15.8% | +12.0% | +3.8% | +3.3% |
| YTD | +26.5% | +15.3% | +11.2% | +9.7% |
| 1Y | +33.2% | +22.6% | +10.6% | +8.9% |
| 3Y | +70.4% | +74.7% | -4.2% | -0.5% |
| 5Y | +61.5% | +66.1% | -4.6% | -0.3% |
| 10Y | +216.1% | +225.0% | -8.9% | +10.2% |
| All | +584.9% | +374.2% | +210.7% | +82.0% |
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